Database exists, assume schema does, too.
Seasonal Indexes
03-31 06-30 09-30 12-31
0 Energy ETF Information Technology ETF Information Technology ETF Information Technology ETF
1 Information Technology ETF Consumer Discretionary ETF Consumer Discretionary ETF Financials ETF
2 Utilities ETF Energy ETF SP500 Materials ETF
3 SP1500 Materials ETF Industrials ETF SP600
4 Industrials ETF SP1500 SP1500 Consumer Discretionary ETF
5 SP500 SP500 Health Care ETF SP400
6 SP600 SP600 Utilities ETF SP500
7 Health Care ETF SP400 Consumer Staples ETF SP1500
8 Consumer Staples ETF Health Care ETF Financials ETF Health Care ETF
9 SP400 Communication Services ETF Materials ETF Consumer Staples ETF
10 Financials ETF Real Estate ETF Communication Services ETF Energy ETF
11 Consumer Discretionary ETF Financials ETF SP400 Utilities ETF
12 Real Estate ETF Industrials ETF Real Estate ETF Industrials ETF
13 Materials ETF Consumer Staples ETF SP600 Real Estate ETF
14 Communication Services ETF Utilities ETF Energy ETF Communication Services ETF
03-31 06-30 09-30 12-31
SP1500 -0.010622 0.081757 0.041626 0.049958
SP500 -0.011990 0.080771 0.045646 0.050086
SP600 -0.017768 0.080509 0.019158 0.057970
SP400 -0.019859 0.080174 0.020554 0.051549
Communication Services ETF -0.032872 0.075995 0.022591 0.017899
Consumer Discretionary ETF -0.021214 0.120254 0.052510 0.052777
Consumer Staples ETF -0.018663 0.035480 0.034807 0.045915
Energy ETF 0.055913 0.096281 -0.039735 0.042416
Financials ETF -0.020711 0.061049 0.030176 0.065446
Health Care ETF -0.017923 0.078706 0.041045 0.047467
Industrials ETF -0.011020 0.058300 0.045427 0.039920
Information Technology ETF 0.006217 0.121831 0.068693 0.067531
Materials ETF -0.026671 0.082827 0.027940 0.058669
Real Estate ETF -0.026416 0.075756 0.019424 0.038472
Utilities ETF -0.001263 0.026125 0.039218 0.042001
Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison
Current
06-17
Energy ETF -0.043815
Consumer Staples ETF -0.096218
Utilities ETF -0.125888
Health Care ETF -0.134327
Materials ETF -0.161041
SP600 -0.165794
Industrials ETF -0.178228
SP1500 -0.184779
Financials ETF -0.187815
SP500 -0.189930
Real Estate ETF -0.190735
SP400 -0.192427
Communication Services ETF -0.226489
Information Technology ETF -0.232112
Consumer Discretionary ETF -0.260025
standard deviations
03-31 06-30 09-30 12-31
SP1500 0.134644 0.072380 0.037999 0.110320
SP500 0.127411 0.070450 0.039033 0.106496
SP600 0.199479 0.088447 0.037096 0.179394
SP400 0.157662 0.100224 0.037075 0.138781
Communication Services ETF 0.138244 0.095192 0.045269 0.123434
Consumer Discretionary ETF 0.151791 0.146922 0.083611 0.127243
Consumer Staples ETF 0.096633 0.035421 0.049261 0.063730
Energy ETF 0.369457 0.166709 0.099129 0.202483
Financials ETF 0.192299 0.053666 0.014462 0.140299
Health Care ETF 0.079810 0.054107 0.065798 0.098650
Industrials ETF 0.178470 0.072339 0.066050 0.134044
Information Technology ETF 0.135329 0.113409 0.054569 0.136753
Materials ETF 0.163483 0.099766 0.065317 0.127072
Real Estate ETF 0.161483 0.056090 0.032025 0.078165
Utilities ETF 0.092016 0.021473 0.033841 0.054883
t scores
03-31 06-30 09-30 12-31
SP1500 -0.035281 0.505153 0.489908 0.202519
SP500 -0.042087 0.512730 0.522980 0.210329
SP600 -0.039834 0.407076 0.230960 0.144515
SP400 -0.056330 0.357747 0.247928 0.166115
Communication Services ETF -0.106341 0.357027 0.223180 0.064848
Consumer Discretionary ETF -0.062503 0.366041 0.280865 0.185493
Consumer Staples ETF -0.086371 0.447954 0.315992 0.322196
Energy ETF 0.067680 0.258283 -0.179260 0.093682
Financials ETF -0.048166 0.508740 0.933164 0.208614
Health Care ETF -0.100433 0.650529 0.278976 0.215182
Industrials ETF -0.027615 0.360421 0.307577 0.133187
Information Technology ETF 0.020546 0.480423 0.562966 0.220841
Materials ETF -0.072960 0.371283 0.191302 0.206478
Real Estate ETF -0.073157 0.604012 0.271246 0.220111
Utilities ETF -0.006140 0.544116 0.518265 0.342246
p values
03-31 06-30 09-30 12-31
SP1500 0.487036 0.675887 0.671106 0.573766
SP500 0.484537 0.678247 0.681422 0.576557
SP600 0.485364 0.644372 0.583899 0.552872
SP400 0.479310 0.627889 0.589904 0.560685
Communication Services ETF 0.461012 0.627646 0.581136 0.523813
Consumer Discretionary ETF 0.477047 0.630688 0.601465 0.567662
Consumer Staples ETF 0.468307 0.657720 0.613641 0.615774
Energy ETF 0.524851 0.593553 0.434579 0.534366
Financials ETF 0.482306 0.677006 0.790214 0.575945
Health Care ETF 0.463168 0.719135 0.600805 0.578288
Industrials ETF 0.489852 0.628793 0.610739 0.548761
Information Technology ETF 0.507551 0.668108 0.693606 0.580304
Materials ETF 0.473215 0.632451 0.569748 0.575182
Real Estate ETF 0.473143 0.705773 0.598102 0.580044
Utilities ETF 0.497743 0.687902 0.679964 0.622630
array([[<AxesSubplot:title={'center':'03-31'}>,
        <AxesSubplot:title={'center':'06-30'}>],
       [<AxesSubplot:title={'center':'09-30'}>,
        <AxesSubplot:title={'center':'12-31'}>]], dtype=object)
Energy ETF Consumer Staples ETF Utilities ETF Health Care ETF Materials ETF SP600 Industrials ETF SP1500 Financials ETF SP500 Real Estate ETF SP400 Communication Services ETF Information Technology ETF Consumer Discretionary ETF
2017-03-31 00:00:00 nan nan nan nan nan nan nan nan nan nan nan nan nan nan nan
2017-06-30 00:00:00 -0.078709 0.010040 0.022113 0.072895 0.026999 0.018327 0.042167 0.030375 0.038955 0.030708 0.017375 0.031752 -0.024136 0.041388 0.028386
2017-09-30 00:00:00 0.069612 -0.012346 0.031518 0.040565 0.066617 0.064962 0.052781 0.044807 0.052789 0.045666 0.008095 0.035020 0.015498 0.083223 0.014521
2017-12-31 00:00:00 0.073946 0.059268 0.000687 0.018576 0.071798 0.038747 0.066175 0.066880 0.073683 0.069917 0.012742 0.074139 0.000763 0.093087 0.097848
2018-03-31 00:00:00 -0.078807 -0.073521 -0.033734 -0.020049 -0.072483 -0.011631 -0.033542 -0.021321 -0.015065 -0.024130 -0.086159 -0.003978 -0.085669 0.020711 -0.001942
2018-06-30 00:00:00 0.150528 0.006353 0.053422 0.055259 0.036210 0.106722 -0.008057 0.052094 -0.011331 0.047568 0.094633 0.045520 0.035862 0.080437 0.088528
2018-09-30 00:00:00 0.021911 0.050064 0.019751 0.137698 0.007338 0.032842 0.094874 0.070536 0.031675 0.078236 0.000044 0.032902 0.023115 0.117719 0.066008
2018-12-31 00:00:00 -0.267451 -0.055862 0.009925 -0.108129 -0.154310 -0.193040 -0.183620 -0.142834 -0.138848 -0.137319 -0.058855 -0.172165 -0.143117 -0.174415 -0.162070
2019-03-31 00:00:00 0.178564 0.111156 0.103055 0.081835 0.126958 0.124660 0.183161 0.151853 0.109942 0.144236 0.173365 0.157497 0.139541 0.217473 0.157197
2019-06-30 00:00:00 -0.048754 0.036556 0.035855 0.017469 0.040951 0.010843 0.034436 0.039106 0.067026 0.040369 0.015389 0.030815 0.035928 0.054745 0.040127
2019-09-30 00:00:00 -0.075658 0.056319 0.090872 -0.035439 -0.013089 -0.004200 0.004465 0.006291 0.013235 0.011423 0.075811 -0.009122 -0.002023 0.016115 0.002509
2019-12-31 00:00:00 0.054552 0.036517 0.002011 0.147851 0.066971 0.082573 0.058155 0.090490 0.096390 0.089876 0.005745 0.066590 0.086727 0.139034 0.056223
2020-03-31 00:00:00 -0.523877 -0.141472 -0.141270 -0.131539 -0.278876 -0.328050 -0.279339 -0.205302 -0.330709 -0.194477 -0.241350 -0.247693 -0.187109 -0.131215 -0.231167
2020-06-30 00:00:00 0.332245 0.094561 0.024507 0.164463 0.260712 0.223617 0.182339 0.206715 0.135641 0.201618 0.135399 0.259149 0.224230 0.318555 0.379795
2020-09-30 00:00:00 -0.188315 0.098022 0.051209 0.062281 0.120651 0.032878 0.118587 0.086119 0.028859 0.090383 0.013268 0.068091 0.097573 0.120087 0.192380
2020-12-31 00:00:00 0.300830 0.074374 0.073335 0.101111 0.172363 0.312278 0.178685 0.132216 0.253698 0.121185 0.092916 0.211458 0.182130 0.138205 0.172875
2021-03-31 00:00:00 0.324479 0.030385 0.031042 0.025327 0.105419 0.184526 0.116450 0.070761 0.165207 0.063518 0.087920 0.084662 0.083288 0.015110 0.073815
2021-06-30 00:00:00 0.126094 0.029888 -0.005272 0.083442 0.049264 0.043034 0.040613 0.080495 0.074954 0.083593 0.115985 0.033635 0.108092 0.114030 0.064435
2021-09-30 00:00:00 -0.026222 -0.018026 0.002739 0.000121 -0.041816 -0.030694 -0.043573 0.000378 0.024323 0.002523 -0.000098 -0.024123 -0.021207 0.006319 -0.012866
2021-12-31 00:00:00 0.050203 0.115277 0.124048 0.077925 0.136524 0.049293 0.080207 0.103038 0.042310 0.106772 0.139811 0.077726 -0.037011 0.141743 0.099010
2022-03-31 00:00:00 0.379204 -0.019862 0.034591 -0.045192 -0.014374 -0.058344 -0.041831 -0.049102 -0.032929 -0.049099 -0.065856 -0.089783 -0.114414 -0.090992 -0.103975
2022-06-17 00:00:00 -0.043815 -0.096218 -0.125888 -0.134327 -0.161041 -0.165794 -0.178228 -0.184779 -0.187815 -0.189930 -0.190735 -0.192427 -0.226489 -0.232112 -0.260025
2017-03-31 00:00:00 2017-06-30 00:00:00 2017-09-30 00:00:00 2017-12-31 00:00:00 2018-03-31 00:00:00 2018-06-30 00:00:00 2018-09-30 00:00:00 2018-12-31 00:00:00 2019-03-31 00:00:00 2019-06-30 00:00:00 2019-09-30 00:00:00 2019-12-31 00:00:00 2020-03-31 00:00:00 2020-06-30 00:00:00 2020-09-30 00:00:00 2020-12-31 00:00:00 2021-03-31 00:00:00 2021-06-30 00:00:00 2021-09-30 00:00:00 2021-12-31 00:00:00 2022-03-31 00:00:00 2022-06-17 00:00:00
0 SP1500 Health Care ETF Information Technology ETF Consumer Discretionary ETF Information Technology ETF Energy ETF Health Care ETF Utilities ETF Information Technology ETF Financials ETF Utilities ETF Health Care ETF Information Technology ETF Consumer Discretionary ETF Consumer Discretionary ETF SP600 Energy ETF Energy ETF Financials ETF Information Technology ETF Energy ETF Energy ETF
1 SP500 Industrials ETF Energy ETF Information Technology ETF Consumer Discretionary ETF SP600 Information Technology ETF Consumer Staples ETF Industrials ETF Information Technology ETF Real Estate ETF Information Technology ETF Health Care ETF Energy ETF Materials ETF Energy ETF SP600 Real Estate ETF Information Technology ETF Real Estate ETF Utilities ETF Consumer Staples ETF
2 SP600 Information Technology ETF Materials ETF SP400 SP400 Real Estate ETF Industrials ETF Real Estate ETF Energy ETF Materials ETF Consumer Staples ETF Financials ETF Utilities ETF Information Technology ETF Information Technology ETF Financials ETF Financials ETF Information Technology ETF Utilities ETF Materials ETF Materials ETF Utilities ETF
3 SP400 Financials ETF SP600 Energy ETF SP600 Consumer Discretionary ETF SP500 Health Care ETF Real Estate ETF SP500 Information Technology ETF SP1500 Consumer Staples ETF Materials ETF Industrials ETF SP400 Industrials ETF Communication Services ETF SP500 Utilities ETF Consumer Staples ETF Health Care ETF
4 Communication Services ETF SP400 Financials ETF Financials ETF Financials ETF Information Technology ETF SP1500 SP500 SP400 Consumer Discretionary ETF Financials ETF SP500 Communication Services ETF SP400 Consumer Staples ETF Communication Services ETF Materials ETF SP500 SP1500 Consumer Staples ETF Financials ETF Materials ETF
5 Consumer Discretionary ETF SP500 Industrials ETF Materials ETF Health Care ETF Health Care ETF Consumer Discretionary ETF Financials ETF Consumer Discretionary ETF SP1500 SP500 Communication Services ETF SP500 Communication Services ETF Communication Services ETF Industrials ETF Real Estate ETF Health Care ETF Health Care ETF SP500 Industrials ETF SP600
6 Consumer Staples ETF SP1500 SP500 SP500 SP1500 Utilities ETF Consumer Staples ETF SP1500 SP1500 Consumer Staples ETF SP1500 SP600 SP1500 SP600 SP500 Consumer Discretionary ETF SP400 SP1500 Real Estate ETF SP1500 Health Care ETF Industrials ETF
7 Energy ETF Consumer Discretionary ETF SP1500 SP1500 SP500 SP1500 SP400 Communication Services ETF SP500 Communication Services ETF Industrials ETF Materials ETF Consumer Discretionary ETF SP1500 SP1500 Materials ETF Communication Services ETF Financials ETF Consumer Discretionary ETF Consumer Discretionary ETF SP500 SP1500
8 Financials ETF Materials ETF Health Care ETF Industrials ETF Industrials ETF SP500 SP600 Materials ETF Communication Services ETF Utilities ETF Consumer Discretionary ETF SP400 Real Estate ETF SP500 SP400 Information Technology ETF Consumer Discretionary ETF Consumer Discretionary ETF Consumer Staples ETF Industrials ETF SP1500 Financials ETF
9 Health Care ETF Utilities ETF SP400 Consumer Staples ETF Utilities ETF SP400 Financials ETF Consumer Discretionary ETF Materials ETF Industrials ETF Communication Services ETF Industrials ETF SP400 Industrials ETF Health Care ETF SP1500 SP1500 Materials ETF Communication Services ETF Health Care ETF SP600 SP500
10 Industrials ETF SP600 Utilities ETF SP600 Materials ETF Materials ETF Communication Services ETF SP400 SP600 SP400 SP600 Consumer Discretionary ETF Materials ETF Health Care ETF Utilities ETF SP500 SP500 SP600 SP400 SP400 Real Estate ETF Real Estate ETF
11 Information Technology ETF Real Estate ETF Communication Services ETF Health Care ETF Consumer Staples ETF Communication Services ETF Energy ETF Information Technology ETF Consumer Staples ETF Health Care ETF SP400 Energy ETF Industrials ETF Financials ETF SP600 Health Care ETF Utilities ETF Industrials ETF Energy ETF Energy ETF SP400 SP400
12 Materials ETF Consumer Staples ETF Consumer Discretionary ETF Real Estate ETF Energy ETF Consumer Staples ETF Utilities ETF Industrials ETF Financials ETF Real Estate ETF Materials ETF Consumer Staples ETF SP600 Real Estate ETF Financials ETF Real Estate ETF Consumer Staples ETF SP400 SP600 SP600 Information Technology ETF Communication Services ETF
13 Real Estate ETF Communication Services ETF Real Estate ETF Communication Services ETF Communication Services ETF Industrials ETF Materials ETF SP600 Utilities ETF SP600 Health Care ETF Real Estate ETF Financials ETF Consumer Staples ETF Real Estate ETF Consumer Staples ETF Health Care ETF Consumer Staples ETF Materials ETF Financials ETF Consumer Discretionary ETF Information Technology ETF
14 Utilities ETF Energy ETF Consumer Staples ETF Utilities ETF Real Estate ETF Financials ETF Real Estate ETF Energy ETF Health Care ETF Energy ETF Energy ETF Utilities ETF Energy ETF Utilities ETF Energy ETF Utilities ETF Information Technology ETF Utilities ETF Industrials ETF Communication Services ETF Communication Services ETF Consumer Discretionary ETF
Comparative to Seasonal Indexes, tells you who is over or underperforming.
This is Seasonal Index - Extrapolated Current Quarter.
+: seasonal > current
-: current > seasonal
Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison
2022-06-17
Information Technology ETF 0.105318
Consumer Discretionary ETF 0.103945
Energy ETF 0.083099
Materials ETF 0.071426
SP1500 0.070498
SP500 0.069644
SP600 0.069416
SP400 0.069126
Health Care ETF 0.067854
Communication Services ETF 0.065505
Real Estate ETF 0.065298
Financials ETF 0.052571
Industrials ETF 0.050194
Consumer Staples ETF 0.030500
Utilities ETF 0.022444
2017-03-31 00:00:00 2017-06-30 00:00:00 2017-09-30 00:00:00 2017-12-31 00:00:00 2018-03-31 00:00:00 2018-06-30 00:00:00 2018-09-30 00:00:00 2018-12-31 00:00:00 2019-03-31 00:00:00 2019-06-30 00:00:00 2019-09-30 00:00:00 2019-12-31 00:00:00 2020-03-31 00:00:00 2020-06-30 00:00:00 2020-09-30 00:00:00 2020-12-31 00:00:00 2021-03-31 00:00:00 2021-06-30 00:00:00 2021-09-30 00:00:00 2021-12-31 00:00:00 2022-03-31 00:00:00 2022-06-17 00:00:00
0 SP1500 Utilities ETF Energy ETF Consumer Discretionary ETF Consumer Discretionary ETF Energy ETF Health Care ETF Utilities ETF Information Technology ETF Utilities ETF Real Estate ETF Health Care ETF Health Care ETF Consumer Discretionary ETF Consumer Discretionary ETF Energy ETF Energy ETF Real Estate ETF Energy ETF Real Estate ETF Energy ETF Information Technology ETF
1 SP500 Health Care ETF SP600 Energy ETF SP400 Utilities ETF Energy ETF Real Estate ETF Real Estate ETF Financials ETF Utilities ETF Information Technology ETF Consumer Staples ETF Energy ETF Materials ETF SP600 SP600 Communication Services ETF Financials ETF Utilities ETF Utilities ETF Consumer Discretionary ETF
2 SP600 Industrials ETF Materials ETF Industrials ETF Information Technology ETF SP600 Industrials ETF Consumer Staples ETF Industrials ETF Consumer Staples ETF Consumer Staples ETF Communication Services ETF Information Technology ETF Information Technology ETF Communication Services ETF Financials ETF Financials ETF Energy ETF Real Estate ETF Materials ETF Materials ETF Energy ETF
3 SP400 Financials ETF Financials ETF Information Technology ETF SP600 Real Estate ETF Information Technology ETF Health Care ETF Consumer Discretionary ETF Industrials ETF Financials ETF SP1500 Utilities ETF SP400 Industrials ETF Communication Services ETF Materials ETF Financials ETF Utilities ETF Information Technology ETF Consumer Staples ETF Materials ETF
4 Communication Services ETF Consumer Staples ETF Information Technology ETF SP400 Financials ETF Health Care ETF SP500 Communication Services ETF SP400 Communication Services ETF SP600 SP500 Communication Services ETF Materials ETF Consumer Staples ETF SP400 Industrials ETF Health Care ETF Health Care ETF Consumer Staples ETF Financials ETF SP1500
5 Consumer Discretionary ETF SP400 SP400 SP500 Health Care ETF Consumer Staples ETF SP1500 SP500 Communication Services ETF SP500 Communication Services ETF Financials ETF SP500 Communication Services ETF Information Technology ETF Industrials ETF Communication Services ETF SP500 SP1500 SP500 Health Care ETF SP500
6 Consumer Staples ETF SP500 Industrials ETF SP1500 SP1500 SP1500 Consumer Staples ETF SP1500 SP1500 Materials ETF SP400 SP600 SP1500 SP600 SP400 Consumer Discretionary ETF Real Estate ETF SP1500 SP500 SP1500 Industrials ETF SP600
7 Energy ETF SP1500 SP1500 Consumer Staples ETF SP500 Consumer Discretionary ETF SP600 Financials ETF SP500 SP1500 SP500 Industrials ETF Consumer Discretionary ETF SP1500 SP500 Materials ETF SP400 Consumer Staples ETF Communication Services ETF Consumer Discretionary ETF SP500 SP400
8 Financials ETF Materials ETF SP500 Materials ETF Industrials ETF SP500 Consumer Discretionary ETF Materials ETF Materials ETF SP400 SP1500 SP400 Real Estate ETF Industrials ETF SP1500 SP1500 Consumer Discretionary ETF Information Technology ETF SP400 Industrials ETF SP1500 Health Care ETF
9 Health Care ETF Real Estate ETF Health Care ETF Financials ETF Utilities ETF SP400 SP400 Consumer Discretionary ETF SP600 Real Estate ETF Energy ETF Energy ETF SP400 SP500 Health Care ETF SP500 SP1500 Industrials ETF SP600 Health Care ETF Real Estate ETF Communication Services ETF
10 Industrials ETF SP600 Communication Services ETF Communication Services ETF Materials ETF Communication Services ETF Financials ETF Industrials ETF Financials ETF Health Care ETF Industrials ETF Materials ETF Materials ETF Health Care ETF SP600 Information Technology ETF SP500 Utilities ETF Consumer Staples ETF SP400 SP600 Real Estate ETF
11 Information Technology ETF Information Technology ETF Utilities ETF SP600 Communication Services ETF Information Technology ETF Communication Services ETF SP400 Consumer Staples ETF Information Technology ETF Materials ETF Consumer Discretionary ETF Industrials ETF Financials ETF Utilities ETF Real Estate ETF Consumer Staples ETF Materials ETF Information Technology ETF Energy ETF SP400 Financials ETF
12 Materials ETF Consumer Discretionary ETF Real Estate ETF Real Estate ETF Consumer Staples ETF Materials ETF Real Estate ETF Information Technology ETF Energy ETF SP600 Consumer Discretionary ETF Consumer Staples ETF Financials ETF Real Estate ETF Financials ETF Health Care ETF Health Care ETF SP600 Consumer Discretionary ETF SP600 Communication Services ETF Industrials ETF
13 Real Estate ETF Communication Services ETF Consumer Discretionary ETF Health Care ETF Real Estate ETF Industrials ETF Utilities ETF SP600 Utilities ETF Consumer Discretionary ETF Information Technology ETF Real Estate ETF SP600 Consumer Staples ETF Real Estate ETF Utilities ETF Utilities ETF SP400 Materials ETF Financials ETF Consumer Discretionary ETF Consumer Staples ETF
14 Utilities ETF Energy ETF Consumer Staples ETF Utilities ETF Energy ETF Financials ETF Materials ETF Energy ETF Health Care ETF Energy ETF Health Care ETF Utilities ETF Energy ETF Utilities ETF Energy ETF Consumer Staples ETF Information Technology ETF Consumer Discretionary ETF Industrials ETF Communication Services ETF Information Technology ETF Utilities ETF
Index Symbol risk_trend_factor
0 SP500 SPY -3.791861
1 SP1500 SPTM -3.879022
2 SP400 MDYG -5.134573
3 SP600 SLY -5.242200
Symbol risk_trend_factor Sector
3 VDE -0.123306 Energy ETF
2 VDC -2.283970 Consumer Staples ETF
10 VPU -2.520459 Utilities ETF
9 VNQ -3.053370 Real Estate ETF
8 VAW -3.165271 Materials ETF
5 VHT -3.323632 Health Care ETF
6 VIS -4.514668 Industrials ETF
4 VFH -4.617891 Financials ETF
1 VCR -4.721407 Consumer Discretionary ETF
7 VGT -4.954472 Information Technology ETF
0 VOX -8.783598 Communication Services ETF
Rolling Quarterly Mean Return
Quarterly Returns
0.051078501531639196
array([[<AxesSubplot:title={'center':'risk_trend_factor'}>]], dtype=object)
1520
Index(['Open', 'High', 'Low', 'Close', 'Adj Close', 'Volume', 'Symbol',
       'trailing_1yr_max', 'MIN_Lookback_One_Year', 'MIN_Lookback_2_Months',
       'MIN_Lookback_1_Months', 'trailing_1yr_min', 'supply_trend_1yr',
       'supply_trend_60d', 'supply_trend_30d', 'trailing_60d_max',
       'trailing_60d_min', 'trailing_30d_max', 'trailing_30d_min', '90dSMA',
       '90dSDev', 'TP', '21dstdTP', '21dMA-TP', '21dBOLU', '21dBOLD',
       'trailing_risk_40d_max', 'trailing_risk_40d_min', 'risk_per_share',
       '30d_vol', '30d_vol_2yr', 'volume_factor', '1YMF', 'risk_trend_factor'],
      dtype='object')
Index(['Symbol', 'max_2y', 'min_2y', 'std_2y', 'mean_2y', 'max_1y', 'min_1y',
       'std_1y', 'mean_1y', 'latest_p', '2yr_close_0pct', '2yr_close_2pct',
       '2yr_close_9pct', '2yr_close_25pct', '2yr_close_50pct',
       '2yr_close_75pct', '2yr_close_91pct', '2yr_close_98pct',
       '2yr_close_100pct', '1yr_close_0pct', '1yr_close_2pct',
       '1yr_close_9pct', '1yr_close_25pct', '1yr_close_50pct',
       '2yr_close_75pct', '1yr_close_91pct', '1yr_close_98pct',
       '1yr_close_100pct', 'risk_trend_factor', 'supply_trend_1yr',
       'supply_trend_60d', 'supply_trend_30d', 'vol_30d_2yr', 'pct_1yr',
       'pct_2yr', 'MIN_Lookback_One_Year', 'MIN_Lookback_2_Months',
       'MIN_Lookback_1_Months', 'vol_30d', 'volume_factor', 'adf', 'hurst',
       '1YMF', 'Market Index', 'Sector'],
      dtype='object')
latest_p MIN_Lookback_One_Year MIN_Lookback_2_Months MIN_Lookback_1_Months risk_trend_factor volume_factor adf hurst Sector Market Index index index_Symbol
Symbol
ACC 64.230003 49.209999 65.019997 65.019997 10.926848 2.134689 0.978004 0.420279 Real Estate SP400 NaN NaN
MTOR 35.939999 32.93 36.279999 36.279999 5.065223 1.664475 0.319063 0.43585 error SP600 NaN NaN
TVTY 32.130001 27.870001 32.889999 32.889999 2.341879 1.643789 0.518794 0.448871 error SP600 NaN NaN
BANF 94.860001 77.379997 86.82 86.82 2.011991 1.135864 0.955166 0.536352 error SP600 NaN NaN
Y 830.5 737.890015 862.869995 862.869995 1.771776 1.56538 0.382688 0.459685 Financial Services SP400 NaN NaN
... ... ... ... ... ... ... ... ... ... ... ... ...
ODFL NaN NaN NaN NaN -5.178995 NaN NaN NaN Industrials NaN SP500 SPY
EW NaN NaN NaN NaN -2.677285 NaN NaN NaN Healthcare NaN SP500 SPY
PCRX NaN NaN NaN NaN -2.849253 NaN NaN NaN Healthcare NaN SP600 SLY
CBOE NaN NaN NaN NaN -4.539896 NaN NaN NaN Financial Services NaN SP500 SPY
PCAR NaN NaN NaN NaN -4.010257 NaN NaN NaN Industrials NaN SP500 SPY

1555 rows × 12 columns

temp_sm

index MIN_Lookback_One_Year MIN_Lookback_2_Months MIN_Lookback_1_Months risk_trend_factor risk_per_share volume_factor
Symbol
A 2022-06-17 147.679993 179.570007 179.570007 -9.088903 18.559998 1.131711
AA 2022-06-17 44.419998 98.089996 98.089996 -3.704472 25.040001 0.98632
AAL 2022-06-17 22.549999 22.549999 22.549999 -3.126898 9.219999 0.707794
AAN 2022-06-17 NaN 35.439999 35.439999 NaN 6.969999 NaN
AAON 2022-06-17 81.25 83.790001 83.790001 -10.22921 9.380001 1.041044
... ... ... ... ... ... ... ...
ZIMV 2022-06-17 NaN NaN NaN NaN 7.92 NaN
ZION 2022-06-17 60.650002 75.440002 75.440002 -4.600841 11.900002 0.978199
ZTS 2022-06-17 187.320007 249.270004 249.270004 -6.71488 31.180008 1.095466
ZUMZ 2022-06-17 50.060001 55.099998 55.099998 -5.921479 12.989998 1.674903
ZYXI 2022-06-17 16.263636 16.263636 16.263636 -10.695845 2.43 0.673641

1519 rows × 7 columns

Index(['risk_trend_factor', 'Sector', 'index', 'index_Symbol'], dtype='object')
MIN_Lookback_One_Year MIN_Lookback_2_Months MIN_Lookback_1_Months risk_trend_factor risk_per_share volume_factor index sector sector_risk_trend_factor index Sector
Symbol
ACC 49.209999 65.019997 65.019997 10.926848 1.23 2.134689 VNQ MDYG -3.05337 SP400 Real Estate
MTOR 32.93 36.279999 36.279999 5.065223 0.459999 1.664475 error SLY error SP600 error
TVTY 27.870001 32.889999 32.889999 2.341879 1.170002 1.643789 error SLY error SP600 error
BANF 77.379997 86.82 86.82 2.011991 16.68 1.135864 error SLY error SP600 error
Y 737.890015 862.869995 862.869995 1.771776 15.72998 1.56538 VFH MDYG -4.617891 SP400 Financial Services
SAFM 177.479996 200.0 200.0 1.751569 27.089996 1.334104 VDC MDYG -2.28397 SP400 Consumer Defensive
SJI 29.24 35.32 35.32 1.295238 2.100002 0.791297 error SLY error SP600 error
LNTH 25.790001 64.139999 69.738998 1.178774 19.079998 1.823238 VHT SLY -3.323632 SP600 Healthcare
ROG 206.130005 274.51001 274.51001 1.068804 21.51001 0.980653 error SLY error SP600 error
TWI 11.82 15.77 18.889999 0.931088 6.53 1.389288 VIS SLY -4.514668 SP600 Industrials
PBF 18.780001 30.129999 32.41 0.887657 19.849998 0.835417 VDE SLY -0.123306 SP600 Energy
GO 36.77 36.77 37.82 0.842135 10.793999 1.191531 VDC MDYG -2.28397 SP400 Consumer Defensive
HRB 26.23 28.17 34.959999 0.731411 13.180002 0.963511 VCR MDYG -4.721407 SP400 Consumer Cyclical
AZPN 162.559998 169.220001 191.460007 0.719312 61.670013 0.677612 VGT MDYG -4.954472 SP400 Technology
CEIX 18.93 50.389999 55.259998 0.677246 20.48 1.548727 VDE SLY -0.123306 SP600 Energy
PSB 165.850006 189.229996 189.830002 0.57675 22.279999 2.540601 error MDYG error SP400 error
MCK 204.660004 333.440002 339.940002 0.573819 41.25 1.048139 VHT SPY -3.323632 SP500 Healthcare
GCP 27.780001 32.279999 32.279999 0.502796 0.895 1.87078 error SLY error SP600 error
WRB 54.953335 71.269997 71.529999 0.374885 7.220001 1.220256 VFH SPY -4.617891 SP500 Financial Services
FCN 147.380005 167.279999 170.649994 0.359043 18.800003 0.694756 error MDYG error SP400 error
XOM 64.800003 91.510002 92.919998 0.347413 26.279999 1.153813 VDE SPY -0.123306 SP500 Energy
MANT 92.0 92.0 94.730003 0.320637 17.590004 2.782348 VGT SLY -4.954472 SP600 Technology
SM 24.780001 43.689999 43.689999 0.305033 22.850002 0.640686 VDE SLY -0.123306 SP600 Energy
DINO 39.389999 40.950001 48.290001 0.269915 23.599998 1.094012 VDE MDYG -0.123306 SP400 Energy
PLAB 14.56 20.299999 20.299999 0.264129 8.670001 2.163783 VGT SLY -4.954472 SP600 Technology
MPC 64.839996 91.879997 98.290001 0.209274 32.779999 1.221452 VDE SPY -0.123306 SP500 Energy
LLY 235.850006 314.0 314.0 0.187301 47.25 0.967658 VHT SPY -3.323632 SP500 Healthcare
VLO 84.949997 111.519997 131.690002 0.182835 50.099998 1.3872 VDE SPY -0.123306 SP500 Energy
APA 24.299999 45.220001 45.27 0.181301 15.830002 0.999608 VDE SPY -0.123306 SP500 Energy
PPC 26.280001 29.700001 30.559999 0.177885 8.32 1.275425 VDC MDYG -2.28397 SP400 Consumer Defensive
MRO 14.16 27.719999 29.0 0.151107 10.390001 1.000459 VDE SPY -0.123306 SP500 Energy
DVN 31.99 64.980003 73.18 0.148782 26.280003 1.104104 VDE SPY -0.123306 SP500 Energy
UTHR 212.619995 218.380005 218.380005 0.139402 62.839996 1.481235 VHT MDYG -3.323632 SP400 Healthcare
VIVO 27.450001 28.719999 28.719999 0.109712 5.559999 0.591657 error SLY error SP600 error
ROCC 25.59 42.66 42.66 0.108216 23.564001 1.213679 VDE SLY -0.123306 SP600 Energy
COP 61.779999 107.519997 108.300003 0.10252 35.310005 0.95084 VDE SPY -0.123306 SP500 Energy
OXY 32.52 63.240002 69.169998 0.093736 22.510002 1.190976 VDE SPY -0.123306 SP500 Energy
MGPI 76.68 97.610001 104.0 0.074244 15.220001 1.204144 error SLY error SP600 error
MTDR 34.91 59.119999 59.27 0.012469 24.059998 0.702256 VDE MDYG -0.123306 SP400 Energy
CIVI 50.98 66.419998 67.610001 -0.161203 29.590004 1.757641 VDE SLY -0.123306 SP600 Energy
AZO 1542.300049 2267.22998 2267.399902 -0.188687 526.160034 1.078463 VCR SPY -4.721407 SP500 Consumer Cyclical
MUSA 159.0 249.110001 262.579987 -0.239876 45.189987 1.334565 VCR MDYG -4.721407 SP400 Consumer Cyclical
UFCS 32.93 32.93 32.93 -0.241611 4.470001 1.187165 error SLY error SP600 error
CVBF 24.370001 24.370001 24.370001 -0.307694 2.34 1.598852 VFH SLY -4.617891 SP600 Financial Services
EOG 87.989998 127.949997 132.350006 -0.308981 42.980003 0.966433 VDE SPY -0.123306 SP500 Energy
CYTK 30.139999 47.900002 47.900002 -0.373333 11.25 0.618546 VHT SLY -3.323632 SP600 Healthcare
ULTA 351.720001 437.220001 438.630005 -0.406162 98.680023 1.308411 VCR SPY -4.721407 SP500 Consumer Cyclical
EQT 23.24 45.5 45.5 -0.406587 15.790001 1.286201 VDE MDYG -0.123306 SP400 Energy
PTEN 10.99 18.719999 18.77 -0.410714 6.72 1.071603 VDE SLY -0.123306 SP600 Energy
LPI 75.059998 99.260002 99.260002 -0.436873 66.77 1.480449 VDE SLY -0.123306 SP600 Energy
NTCT 31.91 34.869999 35.349998 -0.451351 7.4 1.227115 VGT SLY -4.954472 SP600 Technology
BMY 67.959999 78.129997 78.470001 -0.471015 6.900002 1.240092 VHT SPY -3.323632 SP500 Healthcare
PSX 94.339996 94.339996 98.660004 -0.476348 33.190002 1.286747 VDE SPY -0.123306 SP500 Energy
NOC 379.029999 490.820007 490.820007 -0.478305 60.379974 0.996341 VIS SPY -4.514668 SP500 Industrials
SNEX 70.470001 77.5 77.5 -0.482537 14.030006 1.141643 error SLY error SP600 error
TALO 18.24 20.6 21.370001 -0.496599 8.82 1.661246 VDE SLY -0.123306 SP600 Energy
FANG 92.309998 147.990005 147.990005 -0.501874 42.680008 1.13222 VDE SPY -0.123306 SP500 Energy
CVX 113.110001 174.759995 175.649994 -0.502048 36.610001 1.062215 VDE SPY -0.123306 SP500 Energy
CTRA 20.33 31.42 33.0 -0.506416 10.129999 1.576163 VDE SPY -0.123306 SP500 Energy
DLTR 120.370003 177.149994 177.190002 -0.509804 47.939995 1.139688 VDC SPY -2.28397 SP500 Consumer Defensive
EXLS 108.07 153.139999 154.979996 -0.516764 25.949997 1.162846 error SLY error SP600 error
PDCE 49.919998 79.389999 79.389999 -0.539647 26.610001 1.314132 VDE MDYG -0.123306 SP400 Energy
SAFT 87.980003 93.18 93.18 -0.545302 11.920006 1.224409 error SLY error SP600 error
RRC 16.32 34.610001 34.610001 -0.564298 11.819998 0.930726 VDE MDYG -0.123306 SP400 Energy
HES 90.970001 117.059998 119.43 -0.576982 32.670006 1.067832 VDE SPY -0.123306 SP500 Energy
VRTX 234.580002 292.75 292.75 -0.630965 48.830002 0.879467 VHT SPY -3.323632 SP500 Healthcare
HALO 46.619999 46.619999 46.619999 -0.639725 11.630001 0.928279 VHT MDYG -3.323632 SP400 Healthcare
CSL 197.210007 260.690002 275.130005 -0.659255 44.520004 0.893561 VIS MDYG -4.514668 SP400 Industrials
NFG 55.220001 74.32 74.32 -0.690476 10.919998 1.09896 VDE MDYG -0.123306 SP400 Energy
CAL 28.34 29.360001 29.360001 -0.694553 10.280001 1.602114 VCR SLY -4.721407 SP600 Consumer Cyclical
UNM 31.98 34.029999 36.73 -0.695054 7.280003 0.872299 VFH MDYG -4.617891 SP400 Financial Services
HSY 175.550003 231.0 231.600006 -0.706836 28.380005 1.169855 VDC SPY -2.28397 SP500 Consumer Defensive
GFF 29.190001 29.42 31.700001 -0.713654 15.820002 1.243283 VIS SLY -4.514668 SP600 Industrials
PXD 175.369995 260.0 279.980011 -0.727749 68.759995 1.317982 VDE SPY -0.123306 SP500 Energy
nominal, pct_change, pct_change().cumsum
Market volatility
Consumer Confidence
Unemployment
Inflation
Interest Rates
10 Year to 3 Month
Recession Indicator
adf < .05 or .01, mean reverting
Hurst
> .5 - The time series is mean reverting.
= .5 - The time series is a Geometric Brownian Motion.
< .5 - The time series is trending.
symbol: SPY
sector: error
sector: error
Index: SP500
vol_30d_2yr: 1719938470.5078125
Sector 1YMF: -287.8400573730469
1YMF: -287.8400573730469
risk trend factor: -3.791860877423899
      totalAssets  trailingPE
SPY  3.781762e+11    3.819317
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 365.859985 364.518828 396.470318 428.421808 419.420001 25.514981 368.390039 470.449963
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SPY 1.183517 365.859985 1719938470.507812 0.369677 0.658465 0.422658
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'add', False]
best inner cv score, sdev (11 folds): 1596.0716274191827 2394.562471851756
test cv mean error, stdev (10 folds): 1700.9872506465222 2487.2161986245947
sell date: 2022-09-23
expected return: 0.012609898116259509
discounted return: 0.00012919448362835873
quarter return: 1.011956033500666
['options', ('2022-06-30', '2022-09-16', '2022-09-30', '2022-12-16', '2023-01-20', '2023-03-17', '2023-06-16', '2023-12-15', '2024-01-19', '2024-12-20')]
symbol: SPTM
sector: error
sector: error
Index: SP1500
vol_30d_2yr: 10189559.1796875
Sector 1YMF: -34.95000076293945
1YMF: -34.95000076293945
risk trend factor: -3.8790224724143685
       totalAssets
SPTM  5.538233e+09
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 45.310001 44.984943 48.919841 52.854739 51.683968 3.088065 45.507837 57.860099
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SPTM 1.653055 45.310001 10189559.179688 0.388272 0.658826 0.429487
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'add', False]
best inner cv score, sdev (11 folds): 26.39441594514144 42.33055953910225
test cv mean error, stdev (10 folds): 28.190454062363578 43.99523397061348
sell date: 2022-09-23
expected return: 0.010819797251917467
discounted return: 0.00011095133058369733
quarter return: 1.0102592248470592
symbol: MDYG
sector: error
sector: error
Index: SP400
vol_30d_2yr: 4938966.40625
Sector 1YMF: -69.05999755859375
1YMF: -69.05999755859375
risk trend factor: -5.134573474205833
Empty DataFrame
Columns: []
Index: [MDYG]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 59.93 59.511554 65.413016 71.314478 69.046349 4.323319 60.399712 77.692987
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MDYG 0.576598 59.93 4938966.40625 0.256027 0.494117 0.451147
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 85.23639796405821 165.1931289207267
test cv mean error, stdev (10 folds): 92.56630045262767 171.54196178018105
sell date: 2022-08-26
expected return: 0.08365938612054122
discounted return: 0.0011650786730228457
quarter return: 1.1130732080891566
symbol: SLY
sector: error
sector: error
Index: SP600
vol_30d_2yr: 1808137.109375
Sector 1YMF: -77.27001953125
1YMF: -77.27001953125
risk trend factor: -5.242200185196592
Empty DataFrame
Columns: []
Index: [SLY]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 78.089996 78.068302 85.071269 92.074236 88.226349 4.474948 79.276452 97.176246
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SLY 1.23276 78.089996 1808137.109375 0.449524 0.532018 0.51304
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'add', False]
best inner cv score, sdev (11 folds): 128.19891410392745 187.56519320285497
test cv mean error, stdev (10 folds): 137.65292399200544 194.20507371501196
sell date: 2022-06-24
expected return: 0.0017720941375875762
discounted return: 0.0002951311811882906
quarter return: 1.0275199289237973
symbol: VDE
sector: error
sector: Energy
Index: nan
vol_30d_2yr: 25785341.015625
Sector 1YMF: -3.82000732421875
1YMF: -3.82000732421875
risk trend factor: -0.12330558135216596
      totalAssets  trailingPE
VDE  1.106882e+10    8.493072
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 102.349998 106.909959 119.43381 131.957661 112.539048 6.727104 99.08484 125.993256
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VDE 0.896641 102.349998 25785341.015625 0.70127 0.621023 0.512979
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 193.7677791961435 221.58392963783731
test cv mean error, stdev (10 folds): 212.28899085676767 224.13387420460697
sell date: 2022-06-24
expected return: 1.90756226590671e-05
discounted return: 3.1792451740120242e-06
quarter return: 1.000292532870458
symbol: VDC
sector: error
sector: Consumer Defensive
Index: nan
vol_30d_2yr: 3264449.609375
Sector 1YMF: -74.80001831054688
1YMF: -74.80001831054688
risk trend factor: -2.283970024749523
      totalAssets
VDC  8.239956e+09
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 177.059998 176.153403 185.845715 195.538026 194.674128 7.920194 178.833739 210.514517
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VDC 1.413592 177.059998 3264449.609375 0.48903 0.752482 0.355797
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 191.4979112634542 238.74580654353574
test cv mean error, stdev (10 folds): 195.94534280335694 249.96392830264483
sell date: 2022-08-12
expected return: 0.03173660560517127
discounted return: 0.0005682233296850914
quarter return: 1.0536514465752513
['options', ('2022-07-15',)]
symbol: VPU
sector: error
sector: Utilities
Index: nan
vol_30d_2yr: 5031661.71875
Sector 1YMF: -59.12998962402344
1YMF: -59.12998962402344
risk trend factor: -2.5204591944584465
      totalAssets
VPU  7.854255e+09
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 141.440002 142.694749 156.469524 170.244299 158.564286 5.736683 147.09092 170.037651
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VPU 1.250581 141.440002 5031661.71875 0.451674 0.569436 0.290073
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', None]
best inner cv score, sdev (11 folds): 259.9034946148252 631.266718476635
test cv mean error, stdev (10 folds): 285.00332045950483 656.8252852895172
sell date: 2022-07-01
expected return: 0.026860038182346727
discounted return: 0.0020409753036201295
quarter return: 1.2063247872828784
symbol: VNQ
sector: error
sector: Real Estate
Index: nan
vol_30d_2yr: 102932828.515625
Sector 1YMF: -76.09000396728516
1YMF: -76.09000396728516
risk trend factor: -3.053370235265123
      totalAssets
VNQ  7.839537e+10
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 87.699997 86.580768 94.91381 103.246851 101.788572 7.189885 87.408801 116.168343
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VNQ 1.231534 87.699997 102932828.515625 0.296727 0.445676 0.39584
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 153.28750939085472 322.62959820325
test cv mean error, stdev (10 folds): 167.1334773908058 335.24622008859063
sell date: 2022-09-02
expected return: 0.03485491172904534
discounted return: 0.0004509073516794082
quarter return: 1.0423461924237896
['options', ('2023-01-20', '2024-01-19')]
symbol: VAW
sector: error
sector: Basic Materials
Index: nan
vol_30d_2yr: 2683599.21875
Sector 1YMF: -109.739990234375
1YMF: -109.739990234375
risk trend factor: -3.165271062358118
      totalAssets
VAW  5.085875e+09
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 162.800003 163.360294 181.546031 199.731768 187.277779 8.558355 170.161068 204.394489
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VAW 1.040096 162.800003 2683599.21875 0.553392 0.650248 0.42433
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 287.23750917230495 405.6415038695585
test cv mean error, stdev (10 folds): 311.0194778798581 418.06474407205803
sell date: 2022-07-22
expected return: 0.062301865982123776
discounted return: 0.001779172775185911
quarter return: 1.1776706438001052
['options', ('2022-08-19',)]
symbol: VHT
sector: error
sector: Healthcare
Index: nan
vol_30d_2yr: 5367987.5
Sector 1YMF: -122.20997619628906
1YMF: -122.20997619628906
risk trend factor: -3.3236323632363236
      totalAssets  trailingPE
VHT  1.866525e+10    4.748669
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 220.210007 218.770447 234.353333 249.93622 243.78492 11.544258 220.696404 266.873435
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VHT 1.223885 220.210007 5367987.5 0.406751 0.629182 0.332826
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 387.95682447809116 524.4913714720713
test cv mean error, stdev (10 folds): 393.71372312447875 549.7597247376215
sell date: 2022-09-16
expected return: 0.05878535463964933
discounted return: 0.0006348943405740659
quarter return: 1.0601302150853982
symbol: VIS
sector: error
sector: Industrials
Index: nan
vol_30d_2yr: 3372254.1015625
Sector 1YMF: -141.5800018310547
1YMF: -141.5800018310547
risk trend factor: -4.514668337867341
Empty DataFrame
Columns: []
Index: [VIS]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 159.809998 159.424409 172.598254 185.772099 181.362857 9.892736 161.577386 201.148329
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VIS 0.869685 159.809998 3372254.101562 0.42518 0.484643 0.470479
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 486.58908964120036 806.4213625334521
test cv mean error, stdev (10 folds): 522.7693332022224 837.2262815693581
sell date: 2022-08-26
expected return: 0.07168349595243555
discounted return: 0.0010038480510021763
quarter return: 1.0967022221413307
['options', ('2022-08-19',)]
symbol: VFH
sector: error
sector: Financial Services
Index: nan
vol_30d_2yr: 16520124.609375
Sector 1YMF: -72.2699966430664
1YMF: -72.2699966430664
risk trend factor: -4.617890709055871
      totalAssets
VFH  1.046217e+10
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 75.849998 74.907534 82.472858 90.038182 86.832222 5.55532 75.721582 97.942862
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VFH 1.270717 75.849998 16520124.609375 0.43829 0.480904 0.491635
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'mul', True]
best inner cv score, sdev (11 folds): 103.91258398370228 124.6246611164399
test cv mean error, stdev (10 folds): 110.84480948786195 128.6695386720602
sell date: 2022-06-24
expected return: 0.0036980731679567285
discounted return: 0.0006153979641310148
quarter return: 1.058231585076761
['options', ('2022-08-19',)]
symbol: VCR
sector: error
sector: Consumer Cyclical
Index: nan
vol_30d_2yr: 2596418.1640625
Sector 1YMF: -359.96002197265625
1YMF: -359.96002197265625
risk trend factor: -4.72140697901556
      totalAssets
VCR  6.015592e+09
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 225.869995 218.39857 242.946031 267.493493 271.133333 28.125894 214.881544 327.385121
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VCR 1.292819 225.869995 2596418.164062 0.205768 0.641228 0.473825
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 1227.26264257436 1850.6109716481537
test cv mean error, stdev (10 folds): 1337.1747831112584 1906.3986362227797
sell date: 2022-08-05
expected return: 0.022549355093616153
discounted return: 0.00046466785822185663
quarter return: 1.0436659989392758
symbol: VGT
sector: error
sector: Technology
Index: nan
vol_30d_2yr: 14308852.5390625
Sector 1YMF: -363.4599914550781
1YMF: -363.4599914550781
risk trend factor: -4.954471974241429
      totalAssets
VGT  5.138536e+10
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 319.809998 313.391914 345.179842 376.96777 371.755716 29.840347 312.075022 431.43641
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VGT 1.152846 319.809998 14308852.539062 0.262275 0.685573 0.43018
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 1350.1936609353836 1233.3594889668884
test cv mean error, stdev (10 folds): 1427.6804086206787 1267.7724547418923
sell date: 2022-08-26
expected return: 0.0327109593312599
discounted return: 0.00046659206584798163
quarter return: 1.0438506864569341
['options', ('2022-08-19',)]
symbol: VOX
sector: error
sector: Communication Services
Index: nan
vol_30d_2yr: 4644931.8359375
Sector 1YMF: -166.010009765625
1YMF: -166.010009765625
risk trend factor: -8.783597691159713
Empty DataFrame
Columns: []
Index: [VOX]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 92.860001 91.464788 99.415079 107.365371 107.439841 9.28909 88.861661 126.018022
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VOX 1.840996 92.860001 4644931.835938 0.059723 0.708136 0.512969
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', None]
best inner cv score, sdev (11 folds): 132.73255032829235 122.26444955631752
test cv mean error, stdev (10 folds): 142.340035105828 124.21072039962147
sell date: 2022-08-26
expected return: 0.052466544660606414
discounted return: 0.000741383377643956
quarter return: 1.070560132013161
['options', ('2022-07-15',)]
symbol: ACC
sector: Real Estate
Index: SP400
vol_30d_2yr: 27009982.03125
Sector 1YMF: 13.440017700195312
1YMF: 13.440017700195312
risk trend factor: 10.926847725292072
        beta currentRatio debtToEquity dividendRate dividendYield  \
ACC  1.00147        2.184      122.276         1.88         0.029   

    earningsGrowth     ebitda ebitdaMargins forwardPE grossMargins  \
ACC          1.498  466354240       0.47421  98.81539       0.5349   

    grossProfits heldPercentInstitutions          industry   marketCap  \
ACC    498042000                 0.97986  REIT—Residential  8938053632   

    operatingMargins payoutRatio pegRatio priceToBook  \
ACC          0.19318         4.7     1.96    2.993987   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
ACC                     9.088625       0.06005      1.888        0.01582   

    returnOnEquity revenueGrowth revenuePerShare       sector  \
ACC        0.01872         0.176           7.081  Real Estate   

    sharesOutstanding shortRatio totalCash totalCashPerShare   totalDebt  \
ACC         139156992       0.86  87656000              0.63  4008523008   

    totalRevenue trailingPE  
ACC    983433024     513.84  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 64.230003 64.240713 64.712222 65.183731 62.082857 3.916774 54.249309 69.916406
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
ACC 2.134689 64.230003 27009982.03125 0.97101 0.978004 0.420279
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -76.09000396728516
Sector Volume Factor: 1.2315342134094496
Sector Risk Trend Factor: -3.053370235265123
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 60.642543509569535 138.4797986966537
test cv mean error, stdev (10 folds): 66.26512803918772 144.03706611000356
sell date: 2022-09-02
expected return: 0.03505054443547022
discounted return: 0.0004533956570731412
quarter return: 1.0425847300311661
['quarterly_balance_sheet',                              2022-03-31    2021-12-31    2021-09-30  \
Capital Surplus            4.693018e+09  4.694242e+09  4.538210e+09   
Total Liab                 4.218002e+09  4.273301e+09  4.501487e+09   
Total Stockholder Equity   3.093994e+09  3.117378e+09  2.982993e+09   
Minority Interest          1.842520e+08  1.839070e+08  6.423900e+07   
Deferred Long Term Liab    7.300000e+06  3.450000e+07  2.750000e+07   
Total Assets               7.496248e+09  7.574586e+09  7.548719e+09   
Common Stock               1.393000e+06  1.391000e+06  1.390000e+06   
Other Current Assets       1.698800e+07  1.432600e+07  2.016300e+07   
Other Liab                 1.522020e+08  1.697290e+08  1.850330e+08   
Treasury Stock            -1.600417e+09 -1.578255e+09 -1.556607e+09   
Other Assets               2.143290e+08  1.773490e+08  2.318220e+08   
Cash                       8.765600e+07  1.203510e+08  4.207300e+07   
Total Current Liabilities  5.727700e+07  1.168230e+08  9.838000e+07   
Other Stockholder Equity  -1.596530e+09 -1.574312e+09 -1.551896e+09   
Property Plant Equipment   7.156799e+09  7.198609e+09  7.232212e+09   
Total Current Assets       1.251200e+08  1.678280e+08  8.468500e+07   
Net Tangible Assets        3.093994e+09  3.086578e+09  2.982993e+09   
Net Receivables            2.047600e+07  3.268700e+07  2.218800e+07   
Long Term Debt             3.509626e+09  3.513684e+09  3.723677e+09   
Accounts Payable           5.727700e+07  9.306700e+07  9.838000e+07   
Intangible Assets                   NaN  3.080000e+07           NaN   

                             2021-06-30  
Capital Surplus            4.515450e+09  
Total Liab                 4.437234e+09  
Total Stockholder Equity   3.035925e+09  
Minority Interest          6.528200e+07  
Deferred Long Term Liab    2.460000e+07  
Total Assets               7.538441e+09  
Common Stock               1.386000e+06  
Other Current Assets       2.747600e+07  
Other Liab                 1.373950e+08  
Treasury Stock            -1.480911e+09  
Other Assets               2.333970e+08  
Cash                       3.028300e+07  
Total Current Liabilities  6.970500e+07  
Other Stockholder Equity  -1.476181e+09  
Property Plant Equipment   7.237327e+09  
Total Current Assets       6.771700e+07  
Net Tangible Assets        3.035925e+09  
Net Receivables            9.775000e+06  
Long Term Debt             3.734507e+09  
Accounts Payable           6.970500e+07  
Intangible Assets                   NaN  ]
['quarterly_cashflow',                                            2022-03-31   2021-12-31  \
Net Income                                 39183000.0   40712000.0   
Change To Liabilities                             0.0   -5928000.0   
Total Cashflows From Investing Activities         NaN  -39104000.0   
Net Borrowings                                    NaN -203737000.0   
Total Cash From Financing Activities              NaN   -2685000.0   
Change To Operating Activities                    NaN   -4668000.0   
Issuance Of Stock                                 NaN       1000.0   
Change In Cash                                    NaN   72441000.0   
Total Cash From Operating Activities              NaN  114230000.0   
Depreciation                                      NaN   69294000.0   
Other Cashflows From Investing Activities         NaN    -436000.0   
Dividends Paid                                    NaN  -65817000.0   
Change To Account Receivables                     NaN    8001000.0   
Other Cashflows From Financing Activities         NaN  266868000.0   
Change To Netincome                               NaN    5202000.0   
Repurchase Of Stock                               NaN          NaN   

                                            2021-09-30  2021-06-30  
Net Income                                 -11439000.0  -9402000.0  
Change To Liabilities                       28335000.0  11132000.0  
Total Cashflows From Investing Activities  -57467000.0 -76294000.0  
Net Borrowings                             -10415000.0  53424000.0  
Total Cash From Financing Activities       -57209000.0  17226000.0  
Change To Operating Activities              40390000.0 -29447000.0  
Issuance Of Stock                           21198000.0  38476000.0  
Change In Cash                               4477000.0  -7470000.0  
Total Cash From Operating Activities       119153000.0  51598000.0  
Depreciation                                69445000.0  68741000.0  
Other Cashflows From Investing Activities    2944000.0   -961000.0  
Dividends Paid                             -65948000.0 -65379000.0  
Change To Account Receivables              -12413000.0   3867000.0  
Other Cashflows From Financing Activities    -523000.0  -9295000.0  
Change To Netincome                          3365000.0   5289000.0  
Repurchase Of Stock                         -1521000.0  -1521000.0  ]
['quarterly_earnings',            Revenue  Earnings
Quarter                     
2Q2021   208521000  -9402000
3Q2021   228877000 -11439000
4Q2021   272289000  40712000
1Q2022   273746000  39183000]
['quarterly_financials',                                          2022-03-31   2021-12-31   2021-09-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        43060000.0   42051000.0  -13019000.0   
Minority Interest                       184252000.0  183907000.0   64239000.0   
Net Income                               39183000.0   40712000.0  -11439000.0   
Selling General Administrative            9098000.0   25234000.0   10309000.0   
Gross Profit                            154845000.0  177993000.0   94800000.0   
Ebit                                     75195000.0   80965000.0   15046000.0   
Operating Income                         75195000.0   80965000.0   15046000.0   
Other Operating Expenses                        NaN    2500000.0    2500000.0   
Interest Expense                        -31675000.0  -31922000.0  -30741000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                         340000.0     340000.0     340000.0   
Total Revenue                           273746000.0  272289000.0  228877000.0   
Total Operating Expenses                198551000.0  191324000.0  213831000.0   
Cost Of Revenue                         118901000.0   94296000.0  134077000.0   
Total Other Income Expense Net          -32135000.0  -38914000.0  -28065000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           42720000.0   41711000.0  -13359000.0   
Net Income Applicable To Common Shares   39183000.0   40299000.0  -12006000.0   

                                         2021-06-30  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                       -10712000.0  
Minority Interest                        65282000.0  
Net Income                               -9402000.0  
Selling General Administrative           12093000.0  
Gross Profit                             99534000.0  
Ebit                                     18700000.0  
Operating Income                         18700000.0  
Other Operating Expenses                  2500000.0  
Interest Expense                        -30658000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                         341000.0  
Total Revenue                           208521000.0  
Total Operating Expenses                189821000.0  
Cost Of Revenue                         108987000.0  
Total Other Income Expense Net          -29412000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops          -11053000.0  
Net Income Applicable To Common Shares   -9973000.0  ]
['mutualfund_holders',                                         Holder   Shares Date Reported   % Out  \
0  Vanguard Specialized-Real Estate Index Fund  6638008    2022-01-30  0.0476   
1       Vanguard Total Stock Market Index Fund  3960227    2021-12-30  0.0284   
2                  iShares Core S&P Midcap ETF  3862557    2022-01-30  0.0277   
3                Vanguard Small-Cap Index Fund  3503603    2021-12-30  0.0251   
4         Allspring Special Mid Cap Value Fund  3211005    2022-02-27  0.0230   
5         Vanguard Small-Cap Growth Index Fund  2184685    2021-12-30  0.0157   
6          Vanguard Extended Market Index Fund  1858080    2021-12-30  0.0133   
7              JP Morgan Small Cap Equity Fund  1574099    2021-12-30  0.0113   
8               SPDR S&P Mid Cap 400 ETF Trust  1194316    2022-01-30  0.0086   
9          Price (T.Rowe) Small Cap Stock Fund  1085917    2021-12-30  0.0078   

       Value  
0  346902298  
1  226881404  
2  201857228  
3  200721415  
4  172784179  
5  125160603  
6  106449403  
7   90180131  
8   62414954  
9   62212184  ]
symbol: MTOR
sector: error
sector: error
Index: SP600
vol_30d_2yr: 15456103.3203125
Sector 1YMF: 2.329998016357422
1YMF: 2.329998016357422
risk trend factor: 5.06522316023419
Empty DataFrame
Columns: []
Index: [MTOR]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 35.939999 35.942037 36.098889 36.25574 35.883651 0.243988 35.395675 36.371626
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MTOR 1.664475 35.939999 15456103.320312 0.980154 0.319063 0.43585
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', None]
best inner cv score, sdev (11 folds): 25.65779561194668 21.942882097397383
test cv mean error, stdev (10 folds): 25.484578190486864 23.006716636536158
sell date: 2022-07-22
expected return: 0.009446180653314162
discounted return: 0.00027656307402290636
quarter return: 1.0257666508377978
['options', ('2022-08-19',)]
symbol: TVTY
sector: error
sector: error
Index: SP600
vol_30d_2yr: 10900973.046875
Sector 1YMF: 2.7400035858154297
1YMF: 2.7400035858154297
risk trend factor: 2.3418794362082624
Empty DataFrame
Columns: []
Index: [TVTY]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 32.130001 31.878985 32.19127 32.503555 31.861111 0.826432 30.208246 33.513976
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
TVTY 1.643789 32.130001 10900973.046875 0.966327 0.518794 0.448871
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 18.83227344372547 14.827822276471226
test cv mean error, stdev (10 folds): 19.958987625493084 15.095907110456098
sell date: 2022-08-05
expected return: 0.05408821482336362
discounted return: 0.0010980220080683
quarter return: 1.1062352736529146
['options', ('2022-08-19',)]
symbol: BANF
sector: error
sector: error
Index: SP600
vol_30d_2yr: 2480755.6640625
Sector 1YMF: 33.56000518798828
1YMF: 33.56000518798828
risk trend factor: 2.0119906818931326
Empty DataFrame
Columns: []
Index: [BANF]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 94.860001 81.144325 89.856826 98.569327 85.566191 4.220089 77.126013 94.006368
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
BANF 1.135864 94.860001 2480755.664062 0.965783 0.955166 0.536352
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', None]
best inner cv score, sdev (11 folds): 111.50549198081326 87.12427024896579
test cv mean error, stdev (10 folds): 118.63567504629381 88.26362601419291
sell date: 2022-07-15
expected return: 0.022973657467744026
discounted return: 0.000841603444492911
quarter return: 1.0804687270711635
symbol: Y
sector: Financial Services
Index: SP400
vol_30d_2yr: 1623886.71875
Sector 1YMF: 27.8699951171875
1YMF: 27.8699951171875
risk trend factor: 1.771775570386466
       beta currentRatio debtToEquity earningsGrowth      ebitda  \
Y  0.663839        1.597         31.5         -0.433  1620000000   

  ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
Y       0.13423  9.936376     90016496      0.44211   5101669000   

  heldPercentInstitutions                       industry    marketCap  \
Y                 0.86723  Insurance—Property & Casualty  11220848640   

  operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
Y        1928840960          0.11935           0     0.15    1.305451   

  priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
Y                     0.929715        0.0771      1.004        0.02938   

  returnOnEquity revenueGrowth revenuePerShare              sector  \
Y        0.11868         0.025         878.577  Financial Services   

  sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
Y          13454900       2.32  2298860032           170.857  2822777088   

  totalRevenue trailingPE  
Y  12069126144  12.311554  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 830.5 830.573879 833.250157 835.926435 838.613332 7.460501 823.69233 853.534333
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
Y 1.56538 830.5 1623886.71875 0.919536 0.382688 0.459685
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -72.2699966430664
Sector Volume Factor: 1.2707168073107045
Sector Risk Trend Factor: -4.617890709055871
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 7631.685635736606 8525.188460803654
test cv mean error, stdev (10 folds): 8115.113080337962 8822.79372246698
sell date: 2022-08-05
expected return: 0.04148541188041907
discounted return: 0.0008471914721568385
quarter return: 1.0810238683982902
['options', ('2022-07-15',)]
['sustainability',                            Value
2022-5                          
palmOil                    False
controversialWeapons       False
gambling                   False
socialScore                 8.71
nuclear                    False
furLeather                 False
alcoholic                  False
gmo                        False
catholic                   False
socialPercentile            None
peerCount                     96
governanceScore            11.77
environmentPercentile       None
animalTesting              False
tobacco                    False
totalEsg                   21.71
highestControversy             1
esgPerformance          AVG_PERF
coal                       False
pesticides                 False
adult                      False
percentile                 30.32
peerGroup              Insurance
smallArms                  False
environmentScore            1.23
governancePercentile        None
militaryContract           False]
symbol: SAFM
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 5061001.171875
Sector 1YMF: 47.44999694824219
1YMF: 47.44999694824219
risk trend factor: 1.7515689687220128
          beta currentRatio debtToEquity dividendRate dividendYield  \
SAFM  0.640199        5.529        0.877         1.76        0.0084   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
SAFM          2.316  1342139008       0.23866  6.811968    669912512   

     grossMargins grossProfits heldPercentInstitutions        industry  \
SAFM      0.25714    907758000                  0.8102  Packaged Foods   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
SAFM  4649520640         954787008          0.20787      0.0455    -0.48   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
SAFM     1.97168                     0.826786       0.15341      3.785   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
SAFM        0.30256        0.44602         0.358         255.051   

                  sector sharesOutstanding shortRatio  totalCash  \
SAFM  Consumer Defensive          22320200       4.01  829123968   

     totalCashPerShare totalDebt totalRevenue trailingPE  
SAFM            37.147  20690000   5623608832    5.38993  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 208.309998 186.953267 199.289207 211.625148 191.30127 7.50937 176.282531 206.320009
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SAFM 1.334104 208.309998 5061001.171875 0.98121 0.675913 0.476629
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -74.80001831054688
Sector Volume Factor: 1.4135920452708397
Sector Risk Trend Factor: -2.283970024749523
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 435.2291108176721 593.833764340624
test cv mean error, stdev (10 folds): 459.8899865755935 617.424203375141
sell date: 2022-06-24
expected return: -0.0012086240294819552
discounted return: -0.00020153885574014652
quarter return: 0.9816274284294342
['options', ('2022-08-19', '2022-12-16')]
symbol: SJI
sector: error
sector: error
Index: SP600
vol_30d_2yr: 26850614.0625
Sector 1YMF: 2.720003128051758
1YMF: 2.720003128051758
risk trend factor: 1.295238173088975
Empty DataFrame
Columns: []
Index: [SJI]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 34.200001 33.571564 34.29746 35.023356 34.252857 0.376732 33.499393 35.006321
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SJI 0.791297 34.200001 26850614.0625 0.934426 0.172286 0.415691
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 8.124417003418456 7.859126305360561
test cv mean error, stdev (10 folds): 8.673775444676817 8.038839881457797
sell date: 2022-09-02
expected return: 0.062094459769236734
discounted return: 0.0007929835089000026
quarter return: 1.075650475691347
['options', ('2022-07-15',)]
symbol: LNTH
sector: Healthcare
Index: SP600
vol_30d_2yr: 14149384.1796875
Sector 1YMF: 22.491004943847656
1YMF: 22.491004943847656
risk trend factor: 1.1787739665678139
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
LNTH  0.750453        1.828       36.846          3.692  108329000   

     ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
LNTH       0.20002  18.234236     77142872      0.50913    187695000   

     heldPercentInstitutions                industry   marketCap  \
LNTH                 1.01237  Diagnostics & Research  4167462400   

     operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
LNTH          54362000          0.11518           0     0.55    8.071249   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
LNTH                     7.695022      -0.06892      1.563        0.04389   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
LNTH       -0.07151         1.258           7.998  Healthcare   

     sharesOutstanding shortRatio  totalCash totalCashPerShare  totalDebt  \
LNTH          68634096       1.86  105355000             1.535  190072992   

     totalRevenue  
LNTH    541579008  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 60.720001 58.693247 66.262412 73.831578 61.742857 5.236883 51.269091 72.216623
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
LNTH 1.823238 60.720001 14149384.179688 0.79355 0.965336 0.533209
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 44.12135433697958 56.91591689823112
test cv mean error, stdev (10 folds): 42.361417550444955 59.40784968218662
sell date: 2022-09-23
expected return: 0.26388207127562513
discounted return: 0.0024172260009476254
quarter return: 1.2487167790741427
['quarterly_balance_sheet',                                    2022-03-31   2021-12-31   2021-09-30  \
Intangible Assets                 340204000.0  348510000.0  356883000.0   
Capital Surplus                   691516000.0  685472000.0  680819000.0   
Total Liab                        417316000.0  399345000.0  348472000.0   
Total Stockholder Equity          515850000.0  464439000.0  499344000.0   
Other Current Liab                 89178000.0          NaN          NaN   
Total Assets                      933166000.0  863784000.0  847816000.0   
Common Stock                         686000.0     677000.0     677000.0   
Other Current Assets               12860000.0    2705000.0   12043000.0   
Retained Earnings                -178263000.0 -221225000.0 -181010000.0   
Other Liab                         64083000.0  129181000.0   88437000.0   
Good Will                          61189000.0   61189000.0   61189000.0   
Treasury Stock                      1911000.0    -485000.0   -1142000.0   
Other Assets                       78005000.0   92734000.0  103495000.0   
Cash                              105355000.0   98508000.0   91475000.0   
Total Current Liabilities         177657000.0   90497000.0   76903000.0   
Deferred Long Term Asset Charges   47868000.0   62764000.0   66493000.0   
Short Long Term Debt               12500000.0   11607000.0   10766000.0   
Other Stockholder Equity            1911000.0    -485000.0   -1142000.0   
Property Plant Equipment          125634000.0  125560000.0  124728000.0   
Total Current Assets              324747000.0  235791000.0  201521000.0   
Long Term Investments               3387000.0          NaN          NaN   
Net Tangible Assets               114457000.0   54740000.0   81272000.0   
Net Receivables                   172283000.0   89336000.0   64054000.0   
Long Term Debt                    159165000.0  162729000.0  166479000.0   
Inventory                          34249000.0   35129000.0   33949000.0   
Accounts Payable                   22383000.0   20787000.0   20508000.0   

                                   2021-06-30  
Intangible Assets                 365259000.0  
Capital Surplus                   676059000.0  
Total Liab                        349662000.0  
Total Stockholder Equity          508140000.0  
Other Current Liab                        NaN  
Total Assets                      857802000.0  
Common Stock                         676000.0  
Other Current Assets                8102000.0  
Retained Earnings                -167595000.0  
Other Liab                        106587000.0  
Good Will                          61189000.0  
Treasury Stock                     -1000000.0  
Other Assets                      126648000.0  
Cash                               91500000.0  
Total Current Liabilities          73826000.0  
Deferred Long Term Asset Charges   64777000.0  
Short Long Term Debt               11269000.0  
Other Stockholder Equity           -1000000.0  
Property Plant Equipment          118493000.0  
Total Current Assets              186213000.0  
Long Term Investments                     NaN  
Net Tangible Assets                81692000.0  
Net Receivables                    54892000.0  
Long Term Debt                    168514000.0  
Inventory                          31719000.0  
Accounts Payable                   21471000.0  ]
['quarterly_cashflow',                                            2022-03-31  2021-12-31  2021-09-30  \
Change To Liabilities                       1506000.0    649000.0  -1112000.0   
Total Cashflows From Investing Activities  -1390000.0  -4544000.0  -2420000.0   
Net Borrowings                             -2609000.0  -2591000.0  -2620000.0   
Total Cash From Financing Activities       -2179000.0  -2100000.0  -1726000.0   
Change To Operating Activities             -1674000.0  10133000.0   3754000.0   
Issuance Of Stock                           5934000.0    678000.0    961000.0   
Net Income                                 42962000.0 -40215000.0 -13415000.0   
Change In Cash                              6846000.0   7034000.0    -25000.0   
Repurchase Of Stock                        -5504000.0   -187000.0    -67000.0   
Effect Of Exchange Rate                      151000.0   -211000.0   -219000.0   
Total Cash From Operating Activities       10264000.0  13889000.0   4340000.0   
Depreciation                               11786000.0  12200000.0  12339000.0   
Change To Inventory                        -1634000.0  -2924000.0  -2513000.0   
Change To Account Receivables             -85155000.0 -25381000.0  -9272000.0   
Change To Netincome                        42227000.0  59181000.0  14314000.0   
Capital Expenditures                       -3190000.0  -4544000.0  -2420000.0   

                                           2021-06-30  
Change To Liabilities                       1778000.0  
Total Cashflows From Investing Activities  -2656000.0  
Net Borrowings                             -2565000.0  
Total Cash From Financing Activities        -715000.0  
Change To Operating Activities              9341000.0  
Issuance Of Stock                           2043000.0  
Net Income                                -26657000.0  
Change In Cash                             22639000.0  
Repurchase Of Stock                         -193000.0  
Effect Of Exchange Rate                      141000.0  
Total Cash From Operating Activities       25869000.0  
Depreciation                                9626000.0  
Change To Inventory                        -2001000.0  
Change To Account Receivables               3897000.0  
Change To Netincome                        29700000.0  
Capital Expenditures                       -2656000.0  ]
['quarterly_earnings',            Revenue  Earnings
Quarter                     
2Q2021   101064000 -26657000
3Q2021   102073000 -13415000
4Q2021   129562000 -40215000
1Q2022   208880000  42962000]
['quarterly_financials',                                          2022-03-31   2021-12-31   2021-09-30  \
Research Development                     12203000.0   11293000.0   11252000.0   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        57901000.0  -41007000.0  -19837000.0   
Minority Interest                              None         None         None   
Net Income                               42962000.0  -40215000.0  -13415000.0   
Selling General Administrative           57942000.0   42593000.0   36205000.0   
Gross Profit                            129070000.0   57908000.0   42669000.0   
Ebit                                     58925000.0    4022000.0   -4788000.0   
Operating Income                         58925000.0    4022000.0   -4788000.0   
Other Operating Expenses                       None         None         None   
Interest Expense                         -1509000.0   -1528000.0   -1569000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       14939000.0    -792000.0   -6422000.0   
Total Revenue                           208880000.0  129562000.0  102073000.0   
Total Operating Expenses                149955000.0  125540000.0  106861000.0   
Cost Of Revenue                          79810000.0   71654000.0   59404000.0   
Total Other Income Expense Net           -1024000.0  -45029000.0  -15049000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           42962000.0  -40215000.0  -13415000.0   
Net Income Applicable To Common Shares   42962000.0  -40215000.0  -13415000.0   

                                         2021-06-30  
Research Development                     12061000.0  
Effect Of Accounting Charges                   None  
Income Before Tax                       -28536000.0  
Minority Interest                              None  
Net Income                              -26657000.0  
Selling General Administrative           60808000.0  
Gross Profit                             46088000.0  
Ebit                                    -26781000.0  
Operating Income                        -26781000.0  
Other Operating Expenses                       None  
Interest Expense                         -1937000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                       -1879000.0  
Total Revenue                           101064000.0  
Total Operating Expenses                127845000.0  
Cost Of Revenue                          54976000.0  
Total Other Income Expense Net           -1755000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops          -26657000.0  
Net Income Applicable To Common Shares  -26657000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  4760862    2022-01-30   
1             Vanguard Total Stock Market Index Fund  1818068    2021-12-30   
2                           iShares Russell 2000 ETF  1546604    2022-01-30   
3               Artisan International Small-Mid Fund  1430335    2021-12-30   
4                      Thrivent Small Cap Stock Fund   983011    2022-01-30   
5                Vanguard Extended Market Index Fund   869393    2021-12-30   
6                     John Hancock Small Cap Core Fd   846280    2022-01-30   
7  Blair (William) Mutual Funds,Inc-Small Cap Val...   724920    2022-02-27   
8                Price (T.Rowe) Small-Cap Value Fund   720839    2021-12-30   
9                Price (T.Rowe) Health Sciences Fund   720458    2021-12-30   

    % Out      Value  
0  0.0694  120973503  
1  0.0265   52523984  
2  0.0225   39299207  
3  0.0208   41322378  
4  0.0143   24978309  
5  0.0127   25116763  
6  0.0123   21503974  
7  0.0106   34665674  
8  0.0105   20825038  
9  0.0105   20814031  ]
['options', ('2022-07-15',)]
symbol: ROG
sector: error
sector: error
Index: SP600
vol_30d_2yr: 3248345.8984375
Sector 1YMF: 22.989990234375
1YMF: 22.989990234375
risk trend factor: 1.068804267635208
Empty DataFrame
Columns: []
Index: [ROG]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 259.380005 254.172765 260.19492 266.217074 267.576983 6.298768 254.979447 280.17452
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
ROG 0.980653 259.380005 3248345.898438 0.91539 0.71811 0.478768
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 1011.9720205311853 1503.6247098356484
test cv mean error, stdev (10 folds): 1106.8167127613508 1545.32393368847
sell date: 2022-09-23
expected return: 0.1391103510623887
discounted return: 0.0013436602947727305
quarter return: 1.131488216494553
symbol: TWI
sector: Industrials
Index: SP600
vol_30d_2yr: 10530212.5
Sector 1YMF: 6.0800018310546875
1YMF: 6.0800018310546875
risk trend factor: 0.9310876079145333
         beta currentRatio debtToEquity earningsGrowth     ebitda  \
TWI  2.412885        1.853      219.119          0.682  163579008   

    ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
TWI       0.08464   8.09589    -24455124      0.13457    227051000   

    heldPercentInstitutions                             industry   marketCap  \
TWI                 0.77816  Farm & Heavy Construction Machinery  1110906752   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
TWI           8171000          0.06043           0     0.38    4.470499   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
TWI                     0.574797       0.03101      0.829        0.06237   

    returnOnEquity revenueGrowth revenuePerShare       sector  \
TWI        0.28169         0.378          30.825  Industrials   

    sharesOutstanding shortRatio totalCash totalCashPerShare  totalDebt  \
TWI          62656900       2.29  98144000             1.566  538417984   

    totalRevenue trailingPE  
TWI   1932694016  18.801697  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 17.52 16.247353 18.072381 19.897408 15.954921 1.924943 12.105034 19.804807
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
TWI 1.389288 17.52 10530212.5 0.876816 0.791457 0.500704
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -141.5800018310547
Sector Volume Factor: 0.8696853533786545
Sector Risk Trend Factor: -4.514668337867341
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 4.4397757974774485 6.24831348618501
test cv mean error, stdev (10 folds): 4.868334990724327 6.397286244207556
sell date: 2022-09-23
expected return: 0.40453744844593575
discounted return: 0.0035082843170333167
quarter return: 1.3801570639888343
['options', ('2022-07-15',)]
symbol: PBF
sector: Energy
Index: SP600
vol_30d_2yr: 92668774.0234375
Sector 1YMF: 17.619998931884766
1YMF: 17.619998931884766
risk trend factor: 0.8876574451557954
         beta currentRatio debtToEquity     ebitda ebitdaMargins  forwardPE  \
PBF  2.259981        1.254      197.914  690400000       0.02194  11.930909   

    freeCashflow grossMargins grossProfits heldPercentInstitutions  \
PBF    284750016       0.0362    671100000                 0.80139   

                           industry   marketCap operatingCashflow  \
PBF  Oil & Gas Refining & Marketing  3964366848         803299968   

    operatingMargins payoutRatio pegRatio priceToBook  \
PBF           0.0135           0    -0.18    2.070946   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PBF                     0.125972       0.00798      0.629        0.02192   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PBF        0.14223         0.856         261.505  Energy         120828000   

    shortRatio   totalCash totalCashPerShare   totalDebt totalRevenue  \
PBF       2.81  1434599936            11.873  4999499776  31470299136   

    trailingPE  
PBF  15.904024  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 32.98 27.175062 35.668889 44.162716 29.964286 5.34115 19.281986 40.646585
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
PBF 0.835417 32.98 92668774.023438 0.721917 0.581704 0.554972
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'add', True]
best inner cv score, sdev (11 folds): 32.03876276506622 24.823205586847095
test cv mean error, stdev (10 folds): 30.71500796571063 25.661938537196313
sell date: 2022-06-24
expected return: -0.0025007517238123207
discounted return: -0.00041722690767520554
quarter return: 0.962334779386255
['options', ('2022-07-15', '2022-12-16', '2023-01-20', '2024-01-19')]
symbol: GO
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 21744971.2890625
Sector 1YMF: 9.090003967285156
1YMF: 9.090003967285156
risk trend factor: 0.8421349867224205
        beta currentRatio debtToEquity earningsGrowth     ebitda  \
GO -0.204778        1.904      144.187         -0.368  158646000   

   ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
GO       0.05023  34.782608    -14480875      0.30639    948786000   

   heldPercentInstitutions        industry   marketCap operatingCashflow  \
GO                  1.0557  Grocery Stores  3854695936         175503008   

   operatingMargins payoutRatio pegRatio priceToBook  \
GO          0.02681           0      3.5    3.760813   

   priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
GO                     1.220403       0.01741      0.611        0.02033   

   returnOnEquity revenueGrowth revenuePerShare              sector  \
GO        0.05577         0.105          32.914  Consumer Defensive   

   sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
GO          96367400       6.55  137996000             1.432  1476578944   

   totalRevenue trailingPE  
GO   3158543104   71.42857  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 40.150002 35.915072 38.024936 40.134801 35.226667 2.439389 30.347888 40.105445
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
GO 1.191531 40.150002 21744971.289062 0.687007 0.173605 0.403873
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -74.80001831054688
Sector Volume Factor: 1.4135920452708397
Sector Risk Trend Factor: -2.283970024749523
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 23.788531080664846 17.286788357766444
test cv mean error, stdev (10 folds): 23.78853331644342 17.286791788688287
sell date: 2022-07-22
expected return: 0.12744091149424003
discounted return: 0.0035341830305344324
quarter return: 1.38343789336099
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: HRB
sector: Consumer Cyclical
Index: SP400
vol_30d_2yr: 54249330.46875
Sector 1YMF: 9.64000129699707
1YMF: 9.64000129699707
risk trend factor: 0.73141120475963
         beta currentRatio debtToEquity dividendRate dividendYield  \
HRB  0.695099        1.103     5314.905         1.08        0.0327   

    earningsGrowth     ebitda ebitdaMargins forwardPE grossMargins  \
HRB         -0.008  806428032       0.30238  8.967391        0.472   

    grossProfits heldPercentInstitutions           industry   marketCap  \
HRB   1400058000                 0.93136  Personal Services  5266601984   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
HRB          80728000          0.25066      0.3344     0.99   117.43773   

    priceToSalesTrailing12Months profitMargins quickRatio revenueGrowth  \
HRB                      1.97476       0.16063      0.971         0.039   

    revenuePerShare             sector sharesOutstanding shortRatio  \
HRB          15.645  Consumer Cyclical         159594000        3.1   

      totalCash totalCashPerShare   totalDebt totalRevenue trailingPE  
HRB  1041740032             6.527  2384054016   2666958080  13.502455  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 33.0 32.411108 34.624444 36.837781 29.692222 4.042801 21.60662 37.777824
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
HRB 0.963511 33.0 54249330.46875 0.83894 0.727369 0.435637
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -359.96002197265625
Sector Volume Factor: 1.2928194874233667
Sector Risk Trend Factor: -4.72140697901556
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 6.864336558336649 6.361525597489048
test cv mean error, stdev (10 folds): 7.2923108715859275 6.519291756252031
sell date: 2022-08-26
expected return: 0.06514875311312678
discounted return: 0.0009151208401509958
quarter return: 1.0877948985018
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: AZPN
sector: Technology
Index: SP400
vol_30d_2yr: 9413646.875
Sector 1YMF: 44.3599853515625
1YMF: 44.3599853515625
risk trend factor: 0.7193120754472356
     currentRatio debtToEquity earningsGrowth    ebitda ebitdaMargins  \
AZPN        1.176       40.561          0.231  27337000       0.08523   

      forwardPE grossMargins grossProfits heldPercentInstitutions  \
AZPN  34.490196      0.46746    137630000                 1.03086   

                  industry    marketCap operatingCashflow operatingMargins  \
AZPN  Software—Application  12029022208          45755000         -0.08421   

     payoutRatio pegRatio priceToBook priceToSalesTrailing12Months  \
AZPN           0     4.59   16.632854                    37.503967   

     profitMargins quickRatio revenueGrowth revenuePerShare      sector  \
AZPN      -0.07406      1.116         0.154           4.811  Technology   

     sharesOutstanding shortRatio  totalCash totalCashPerShare  totalDebt  \
AZPN          62168700       2.78  285216992             4.282  314292000   

     totalRevenue  
AZPN    320740000  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 189.199997 179.517829 194.02619 208.534551 172.712063 17.04983 138.612402 206.811723
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
AZPN 0.677612 189.199997 9413646.875 0.817172 0.799656 0.381343
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -363.4599914550781
Sector Volume Factor: 1.1528457613891094
Sector Risk Trend Factor: -4.954471974241429
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 489.454013865896 509.74593432044645
test cv mean error, stdev (10 folds): 536.2813274769147 511.57059288027745
sell date: 2022-09-23
expected return: 0.06468623197866812
discounted return: 0.000646395812373024
quarter return: 1.0612518511466449
['options', ('2022-07-15', '2022-12-16')]
symbol: CEIX
sector: Energy
Index: SP600
vol_30d_2yr: 10292389.84375
Sector 1YMF: 13.870006561279297
1YMF: 13.870006561279297
risk trend factor: 0.677246429262603
          beta currentRatio debtToEquity     ebitda ebitdaMargins forwardPE  \
CEIX  2.034072        0.842       95.981  241890000       0.16404  2.585434   

     freeCashflow grossMargins grossProfits heldPercentInstitutions  \
CEIX    252373632       0.3951    422536000                 0.82577   

          industry   marketCap operatingCashflow operatingMargins payoutRatio  \
CEIX  Thermal Coal  1606689280         375780000          0.01441           0   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
CEIX    2.403771                     1.089613       0.00221      0.658   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
CEIX        0.00507         0.0052         0.616          42.718  Energy   

     sharesOutstanding shortRatio  totalCash totalCashPerShare  totalDebt  \
CEIX          34814500       2.05  222906000             6.403  641545984   

     totalRevenue trailingPE  
CEIX   1474550016   512.7778  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 46.150002 47.268535 52.341873 57.415211 46.69127 6.413974 33.863321 59.519218
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
CEIX 1.548727 46.150002 10292389.84375 0.762563 0.855686 0.521917
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 36.22631654903543 60.302806177252826
test cv mean error, stdev (10 folds): 36.22631680755455 60.30280614072491
sell date: 2022-09-16
expected return: 0.7036936565173771
discounted return: 0.005937542553579478
quarter return: 1.7239852264024262
['options', ('2022-08-19',)]
symbol: PSB
sector: error
sector: error
Index: SP400
vol_30d_2yr: 2723370.8984375
Sector 1YMF: 12.849990844726562
1YMF: 12.849990844726562
risk trend factor: 0.576750069513787
Empty DataFrame
Columns: []
Index: [PSB]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 185.919998 185.696223 186.664367 187.632511 178.031091 10.476157 157.078776 198.983405
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
PSB 2.540601 185.919998 2723370.898438 0.951471 0.840486 0.47672
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 369.7292384773061 494.7603840645874
test cv mean error, stdev (10 folds): 405.85316500636833 504.8884061424503
sell date: 2022-06-24
expected return: 0.0002559406349787676
discounted return: 4.265222420718473e-05
quarter return: 1.0039316296028944
symbol: MCK
sector: Healthcare
Index: SP500
vol_30d_2yr: 22868822.0703125
Sector 1YMF: 23.670013427734375
1YMF: 23.670013427734375
risk trend factor: 0.5738185073390152
         beta currentRatio dividendRate dividendYield      ebitda  \
MCK  0.716666         0.98         1.88        0.0058  3516999936   

    ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
MCK       0.01368  13.643667   2778374912       0.0503  11967000000   

    heldPercentInstitutions              industry    marketCap  \
MCK                   0.898  Medical Distribution  45891629056   

    operatingCashflow operatingMargins payoutRatio pegRatio  \
MCK        4917000192           0.0105      0.2521     1.05   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MCK                     0.178562       0.00549      0.445        0.02686   

    returnOnEquity revenueGrowth revenuePerShare      sector  \
MCK       14.01754         0.096        1655.966  Healthcare   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
MCK         152682000       2.69  2753999872            18.385  8098999808   

     totalRevenue  
MCK  257005993984  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 300.570007 299.443248 318.421081 337.398913 317.445859 10.066372 297.313115 337.578604
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MCK 1.048139 300.570007 22868822.070312 0.803327 0.997242 0.461301
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 416.29612841155847 356.83690726109813
test cv mean error, stdev (10 folds): 436.74556789463134 368.05695025775367
sell date: 2022-09-16
expected return: 0.07985210210346133
discounted return: 0.000853965412807689
quarter return: 1.081697202285379
['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Intangible Assets          2.130000e+09  2.385000e+09  2.797000e+09   
Capital Surplus            7.411000e+09  7.311000e+09  7.057000e+09   
Total Liab                 6.449500e+10  6.368800e+10  6.293200e+10   
Total Stockholder Equity  -1.274000e+09 -5.710000e+08 -5.290000e+08   
Minority Interest          4.870000e+08  4.840000e+08  4.910000e+08   
Other Current Liab         5.975000e+09  3.504000e+09  6.850000e+08   
Total Assets               6.370800e+10  6.360100e+10  6.289400e+10   
Common Stock               2.000000e+06  2.000000e+06  2.000000e+06   
Other Current Assets       5.940000e+09  3.470000e+09  1.230000e+08   
Retained Earnings          8.734000e+09  8.812000e+09  8.618000e+09   
Other Liab                 1.007600e+10  9.988000e+09  1.065700e+10   
Good Will                  9.462000e+09  9.473000e+09  9.520000e+09   
Treasury Stock            -1.742100e+10 -1.669600e+10 -1.620600e+10   
Other Assets               1.971000e+09  2.173000e+09  2.607000e+09   
Cash                       2.754000e+09  2.151000e+09  2.423000e+09   
Total Current Liabilities  4.745200e+10  4.607500e+10  4.383500e+10   
Short Long Term Debt       4.660000e+08  7.500000e+07  8.070000e+08   
Other Stockholder Equity  -1.655000e+09 -1.665000e+09 -1.627000e+09   
Property Plant Equipment   3.645000e+09  3.990000e+09  4.620000e+09   
Total Current Assets       4.649800e+10  4.558000e+10  4.335000e+10   
Long Term Investments      2.000000e+06           NaN           NaN   
Net Tangible Assets       -1.286600e+10 -1.242900e+10 -1.284600e+10   
Net Receivables            1.835500e+10  2.014000e+10  2.019800e+10   
Long Term Debt             5.323000e+09  5.769000e+09  6.282000e+09   
Inventory                  1.902400e+10  1.934200e+10  2.001600e+10   
Accounts Payable           3.718300e+10  3.892200e+10  3.838900e+10   

                             2021-03-31  
Intangible Assets          3.391000e+09  
Capital Surplus            6.925000e+09  
Total Liab                 6.356900e+10  
Total Stockholder Equity  -2.100000e+07  
Minority Interest          1.467000e+09  
Other Current Liab         1.670000e+08  
Total Assets               6.501500e+10  
Common Stock               2.000000e+06  
Other Current Assets       1.340000e+08  
Retained Earnings          8.202000e+09  
Other Liab                 1.110100e+10  
Good Will                  9.493000e+09  
Treasury Stock            -1.515000e+10  
Other Assets               1.799000e+09  
Cash                       6.278000e+09  
Total Current Liabilities  4.410300e+10  
Short Long Term Debt       7.740000e+08  
Other Stockholder Equity  -1.480000e+09  
Property Plant Equipment   4.681000e+09  
Total Current Assets       4.538200e+10  
Long Term Investments      2.690000e+08  
Net Tangible Assets       -1.290500e+10  
Net Receivables            1.918100e+10  
Long Term Debt             6.292000e+09  
Inventory                  1.924600e+10  
Accounts Payable           3.897500e+10  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Change To Liabilities                      1.810000e+08  2.040000e+09   
Total Cashflows From Investing Activities -1.150000e+08 -5.800000e+07   
Net Borrowings                             3.620000e+08 -1.136000e+09   
Total Cash From Financing Activities      -4.380000e+08 -1.743000e+09   
Change To Operating Activities             3.300000e+07  1.300000e+08   
Issuance Of Stock                          6.300000e+07  4.000000e+07   
Net Income                                -7.000000e+06  2.670000e+08   
Change In Cash                             6.260000e+08 -2.000000e+06   
Repurchase Of Stock                       -7.140000e+08 -2.640000e+08   
Effect Of Exchange Rate                    1.700000e+07  7.000000e+06   
Total Cash From Operating Activities       1.377000e+09  1.792000e+09   
Depreciation                               1.850000e+08  1.950000e+08   
Other Cashflows From Investing Activities -3.000000e+07 -3.100000e+07   
Dividends Paid                            -7.200000e+07 -6.500000e+07   
Change To Inventory                       -4.950000e+08 -2.630000e+08   
Change To Account Receivables              3.860000e+08 -1.266000e+09   
Other Cashflows From Financing Activities -7.700000e+07 -3.180000e+08   
Change To Netincome                        9.580000e+08  5.950000e+08   
Capital Expenditures                      -6.700000e+07 -9.300000e+07   

                                             2021-06-30    2021-03-31  
Change To Liabilities                     -6.090000e+08  2.507000e+09  
Total Cashflows From Investing Activities -9.900000e+07 -2.050000e+08  
Net Borrowings                            -2.000000e+06 -1.620000e+08  
Total Cash From Financing Activities      -2.151000e+09 -5.170000e+08  
Change To Operating Activities            -1.650000e+08  3.700000e+07  
Issuance Of Stock                          7.100000e+07  3.700000e+07  
Net Income                                 4.860000e+08  6.660000e+08  
Change In Cash                            -3.861000e+09  2.664000e+09  
Repurchase Of Stock                       -1.008000e+09 -2.440000e+08  
Effect Of Exchange Rate                    1.100000e+07  1.600000e+07  
Total Cash From Operating Activities      -1.622000e+09  3.370000e+09  
Depreciation                               2.180000e+08  2.210000e+08  
Other Cashflows From Investing Activities -2.200000e+07 -6.400000e+07  
Dividends Paid                            -6.900000e+07 -6.700000e+07  
Change To Inventory                       -9.010000e+08 -2.300000e+08  
Change To Account Receivables             -1.045000e+09 -3.550000e+08  
Other Cashflows From Financing Activities -1.143000e+09 -8.100000e+07  
Change To Netincome                        4.480000e+08  8.740000e+08  
Capital Expenditures                      -9.300000e+07 -1.580000e+08  ]
['quarterly_earnings',              Revenue   Earnings
Quarter                        
1Q2021   59142000000  666000000
2Q2021   62674000000  486000000
3Q2021   66576000000  267000000
4Q2021   68614000000   -7000000]
['quarterly_financials',                                            2021-12-31     2021-09-30  \
Research Development                             None           None   
Effect Of Accounting Charges                     None           None   
Income Before Tax                         277000000.0    442000000.0   
Minority Interest                         487000000.0    484000000.0   
Net Income                                 -7000000.0    267000000.0   
Selling General Administrative           3105000000.0   2669000000.0   
Gross Profit                             3428000000.0   3352000000.0   
Ebit                                      323000000.0    683000000.0   
Operating Income                          323000000.0    683000000.0   
Other Operating Expenses                         None           None   
Interest Expense                          -41000000.0    -45000000.0   
Extraordinary Items                              None           None   
Non Recurring                                    None           None   
Other Items                                      None           None   
Income Tax Expense                        238000000.0    132000000.0   
Total Revenue                           68614000000.0  66576000000.0   
Total Operating Expenses                68291000000.0  65893000000.0   
Cost Of Revenue                         65186000000.0  63224000000.0   
Total Other Income Expense Net            -46000000.0   -241000000.0   
Discontinued Operations                           NaN            NaN   
Net Income From Continuing Ops             39000000.0    310000000.0   
Net Income Applicable To Common Shares     -7000000.0    267000000.0   

                                           2021-06-30     2021-03-31  
Research Development                             None           None  
Effect Of Accounting Charges                     None           None  
Income Before Tax                         562000000.0   1029000000.0  
Minority Interest                         491000000.0   1467000000.0  
Net Income                                486000000.0    666000000.0  
Selling General Administrative           2232000000.0   2224000000.0  
Gross Profit                             3032000000.0   3116000000.0  
Ebit                                      800000000.0    892000000.0  
Operating Income                          800000000.0    892000000.0  
Other Operating Expenses                         None           None  
Interest Expense                          -49000000.0    -52000000.0  
Extraordinary Items                              None           None  
Non Recurring                                    None           None  
Other Items                                      None           None  
Income Tax Expense                         26000000.0    316000000.0  
Total Revenue                           62674000000.0  59142000000.0  
Total Operating Expenses                61874000000.0  58250000000.0  
Cost Of Revenue                         59642000000.0  56026000000.0  
Total Other Income Expense Net           -238000000.0    137000000.0  
Discontinued Operations                    -3000000.0     -3000000.0  
Net Income From Continuing Ops            536000000.0    713000000.0  
Net Income Applicable To Common Shares    486000000.0    666000000.0  ]
['mutualfund_holders',                                    Holder   Shares Date Reported   % Out  \
0  Vanguard Total Stock Market Index Fund  4329453    2021-12-30  0.0298   
1                 Vanguard 500 Index Fund  3233507    2021-12-30  0.0222   
2       MFS Series Trust I-MFS Value Fund  2893200    2022-02-27  0.0199   
3         JP Morgan Large Cap Growth Fund  2293009    2021-12-30  0.0158   
4             Vanguard Mid-Cap Index Fund  1726299    2021-12-30  0.0119   
5                  SPDR S&P 500 ETF Trust  1640864    2022-01-30  0.0113   
6                 Fidelity 500 Index Fund  1563585    2022-02-27  0.0108   
7                iShares Core S&P 500 ETF  1269846    2022-01-30  0.0087   
8             Putnam Large Cap Value Fund  1220237    2022-01-30  0.0084   
9         Vanguard Index-Value Index Fund  1166709    2021-12-30  0.0080   

        Value  
0  1076172132  
1   803752834  
2   795514272  
3   569973247  
4   429106142  
5   421242606  
6   429923331  
7   325994865  
8   313259242  
9   290008856  ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                             Value
2022-5                           
palmOil                     False
controversialWeapons        False
gambling                    False
socialScore                  7.37
nuclear                     False
furLeather                  False
alcoholic                   False
gmo                         False
catholic                    False
socialPercentile                0
peerCount                      58
governanceScore              5.52
environmentPercentile           0
animalTesting               False
tobacco                     False
totalEsg                    15.17
highestControversy              3
esgPerformance           LAG_PERF
coal                        False
pesticides                  False
adult                       False
percentile                  10.18
peerGroup              Healthcare
smallArms                   False
environmentScore             2.29
governancePercentile            0
militaryContract            False]
symbol: GCP
sector: error
sector: error
Index: SP600
vol_30d_2yr: 8243886.328125
Sector 1YMF: 0.45000267028808594
1YMF: 0.45000267028808594
risk trend factor: 0.5027960224875223
Empty DataFrame
Columns: []
Index: [GCP]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 30.93 30.835356 31.038381 31.241406 31.187778 0.232375 30.723027 31.652528
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
GCP 1.87078 30.93 8243886.328125 0.913628 0.155232 0.442804
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', False]
best inner cv score, sdev (11 folds): 8.24007593643425 9.316800374474898
test cv mean error, stdev (10 folds): 8.753590751571059 9.621973498794299
sell date: 2022-09-09
expected return: 0.03288150330289676
discounted return: 0.00038986480080027697
quarter return: 1.0365113174464204
['options', ('2022-08-19', '2022-12-16')]
symbol: WRB
sector: Financial Services
Index: SP500
vol_30d_2yr: 24741280.6640625
Sector 1YMF: 2.7066688537597656
1YMF: 2.7066688537597656
risk trend factor: 0.37488481940951457
         beta currentRatio debtToEquity dividendRate dividendYield  \
WRB  0.741517        0.453       44.413         0.35        0.0049   

    earningsGrowth      ebitda ebitdaMargins  forwardPE freeCashflow  \
WRB          1.585  1969144064       0.19279  15.017057   2491864832   

    grossMargins grossProfits heldPercentInstitutions  \
WRB      0.44661   4029355000                 0.69611   

                          industry    marketCap operatingCashflow  \
WRB  Insurance—Property & Casualty  18677542912        2350679040   

    operatingMargins payoutRatio pegRatio priceToBook  \
WRB          0.18096        0.07     1.94    2.720776   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
WRB                     1.828621       0.13546      0.278        0.03724   

    returnOnEquity revenueGrowth revenuePerShare              sector  \
WRB        0.20909         0.352           36.85  Financial Services   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
WRB         265192992       1.22  3303750912            12.458  3059073024   

    totalRevenue trailingPE  
WRB  10214005760  14.222536  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 66.82 65.019435 68.896032 72.772628 67.946191 1.725853 64.494485 71.397896
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
WRB 1.220256 66.82 24741280.664062 0.845794 0.942554 0.452599
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -72.2699966430664
Sector Volume Factor: 1.2707168073107045
Sector Risk Trend Factor: -4.617890709055871
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 34.12905588548999 62.70947455214477
test cv mean error, stdev (10 folds): 37.07787258818386 65.03903145015686
sell date: 2022-07-15
expected return: 0.049542609100456374
discounted return: 0.001792510514275314
quarter return: 1.1791140381877312
['options', ('2022-07-15',)]
['sustainability',                            Value
2022-5                          
palmOil                    False
controversialWeapons       False
gambling                   False
socialScore                 7.83
nuclear                    False
furLeather                 False
alcoholic                  False
gmo                        False
catholic                   False
socialPercentile            None
peerCount                     96
governanceScore            12.16
environmentPercentile       None
animalTesting              False
tobacco                    False
totalEsg                   21.95
highestControversy             1
esgPerformance          AVG_PERF
coal                       False
pesticides                 False
adult                      False
percentile                 31.22
peerGroup              Insurance
smallArms                  False
environmentScore            1.95
governancePercentile        None
militaryContract           False]
symbol: FCN
sector: error
sector: error
Index: SP400
vol_30d_2yr: 6853053.3203125
Sector 1YMF: 6.7500152587890625
1YMF: 6.7500152587890625
risk trend factor: 0.3590433065465876
Empty DataFrame
Columns: []
Index: [FCN]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 164.020004 159.077845 165.278412 171.47898 162.282857 5.027495 152.227867 172.337847
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
FCN 0.694756 164.020004 6853053.320312 0.888589 0.922824 0.404937
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 113.70674145487628 46.52872208500513
test cv mean error, stdev (10 folds): 109.63912895990282 46.89790816448097
sell date: 2022-09-02
expected return: 0.1364131271629469
discounted return: 0.001684007435712731
quarter return: 1.1674225614352378
symbol: XOM
sector: Energy
Index: SP500
vol_30d_2yr: 552640281.25
Sector 1YMF: 9.1300048828125
1YMF: 9.1300048828125
risk trend factor: 0.34741268291096833
         beta currentRatio debtToEquity dividendRate dividendYield  \
XOM  1.040834        1.072       26.929         3.52        0.0409   

    earningsGrowth       ebitda ebitdaMargins forwardPE freeCashflow  \
XOM          1.003  53895000064       0.17427  9.558269  31484874752   

    grossMargins grossProfits heldPercentInstitutions              industry  \
XOM      0.31806  90045000000                 0.56863  Oil & Gas Integrated   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
XOM  362840784896       53653000192          0.10859      0.5804     0.32   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
XOM    2.143942                     1.173221       0.08339      0.739   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
XOM        0.06097         0.1559         0.525          72.369  Energy   

    sharesOutstanding shortRatio    totalCash totalCashPerShare    totalDebt  \
XOM        4213199872       1.61  11073999872             2.629  47537000448   

     totalRevenue trailingPE  
XOM  309269004288  14.281923  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 86.120003 88.433461 96.553809 104.674158 88.917204 6.448671 76.019861 101.814547
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
XOM 1.153813 86.120003 552640281.25 0.738786 0.784328 0.530974
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 135.34503845255395 164.1915316416947
test cv mean error, stdev (10 folds): 148.3675395927328 166.70199015093507
sell date: 2022-09-23
expected return: 0.10644560071069155
discounted return: 0.0010433554212150309
quarter return: 1.1006915437325049
['options', ('2022-07-15', '2023-01-20', '2024-01-19', '2026-02-21')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           9.82
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       8.14
environmentPercentile                 None
animalTesting                         True
tobacco                              False
totalEsg                             36.46
highestControversy                       3
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                            81.8
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     18.51
governancePercentile                  None
militaryContract                     False]
symbol: MANT
sector: Technology
Index: SP600
vol_30d_2yr: 4428022.265625
Sector 1YMF: 5.6399993896484375
1YMF: 5.6399993896484375
risk trend factor: 0.32063661839633545
          beta currentRatio debtToEquity dividendRate dividendYield  \
MANT  0.737745        1.584       23.665         1.64          0.02   

     earningsGrowth     ebitda ebitdaMargins  forwardPE freeCashflow  \
MANT          -0.07  264191008       0.10344  25.047745     89507376   

     grossMargins grossProfits heldPercentInstitutions              industry  \
MANT      0.14856    379411000                 0.71066  Software—Application   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
MANT  3867116288         212171008          0.07374      0.4669     4.97   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
MANT    2.299301                     1.514167       0.05365      1.462   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare      sector  \
MANT         0.0485        0.08419        -0.007           62.85  Technology   

     sharesOutstanding shortRatio totalCash totalCashPerShare  totalDebt  \
MANT          39355500       2.93  53374000             1.308  396480000   

     totalRevenue trailingPE  
MANT   2553956096  28.230194  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 94.790001 94.21236 94.956032 95.699705 88.233333 5.546632 77.140069 99.326598
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MANT 2.782348 94.790001 4428022.265625 0.833671 0.571232 0.363702
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -363.4599914550781
Sector Volume Factor: 1.1528457613891094
Sector Risk Trend Factor: -4.954471974241429
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 79.08238413212514 56.43302789094877
test cv mean error, stdev (10 folds): 75.67081892433727 58.09585830158451
sell date: 2022-06-24
expected return: -0.0001107076330911617
discounted return: -1.8452123363044137e-05
quarter return: 0.9983038291148213
['options', ('2022-08-19',)]
symbol: SM
sector: Energy
Index: SP600
vol_30d_2yr: 85332599.609375
Sector 1YMF: 6.969999313354492
1YMF: 6.969999313354492
risk trend factor: 0.3050327621527311
        beta currentRatio debtToEquity dividendRate dividendYield      ebitda  \
SM  5.488235        0.717       93.916         0.02        0.0006  1315937024   

   ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
SM       0.45427  8.413136    570353344       0.8671   2136878000   

   heldPercentInstitutions       industry   marketCap operatingCashflow  \
SM                 0.88028  Oil & Gas E&P  4823732224        1396240000   

   operatingMargins payoutRatio pegRatio priceToBook  \
SM          0.18012       0.007     0.12    2.946938   

   priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
SM                      1.66518       0.11608        0.7        0.06264   

   returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
SM        0.17312         0.931          23.974  Energy         121474000   

   shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  
SM       2.26  419887008             3.446  1986428032   2896824064  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 39.709999 36.543497 46.618254 56.693011 41.080159 5.405133 30.269893 51.890424
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SM 0.640686 39.709999 85332599.609375 0.715458 0.803847 0.471215
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 38.188574153717546 45.77804828171256
test cv mean error, stdev (10 folds): 41.84793318398103 46.45312350427326
sell date: 2022-09-16
expected return: 1.833752341458087
discounted return: 0.011640583124967963
quarter return: 2.9001093832715084
['quarterly_balance_sheet',                              2022-03-31    2021-12-31    2021-09-30  \
Capital Surplus            1.844478e+09  1.840228e+09  1.838620e+09   
Total Liab                 3.280672e+09  3.170846e+09  3.425061e+09   
Total Stockholder Equity   2.115109e+09  2.063131e+09  1.636899e+09   
Deferred Long Term Liab    2.300000e+06  2.700000e+06  3.100000e+06   
Other Current Liab         5.381270e+08  4.047460e+08  5.520440e+08   
Total Assets               5.395781e+09  5.233977e+09  5.061960e+09   
Common Stock               1.219000e+06  1.219000e+06  1.215000e+06   
Other Current Assets       9.649000e+06  2.409500e+07  2.451400e+07   
Retained Earnings          2.820790e+08  2.345330e+08 -1.903670e+08   
Other Liab                 2.415590e+08  1.809150e+08  2.438640e+08   
Treasury Stock            -1.266700e+07 -1.284900e+07 -1.256900e+07   
Other Assets               5.397300e+07  2.576600e+07  6.020700e+07   
Cash                       4.198870e+08  3.327160e+08  2.980000e+07   
Total Current Liabilities  1.058721e+09  8.893270e+08  1.103567e+09   
Other Stockholder Equity  -1.266700e+07 -1.284900e+07 -1.256900e+07   
Property Plant Equipment   4.582973e+09  4.595024e+09  4.665483e+09   
Total Current Assets       7.588350e+08  6.131870e+08  3.362700e+08   
Net Tangible Assets        2.115109e+09  2.063131e+09  1.636899e+09   
Net Receivables            3.210760e+08  2.472010e+08  2.722480e+08   
Long Term Debt             1.980392e+09  2.081164e+09  2.077630e+09   
Accounts Payable           5.145580e+08  2.507200e+07  5.424740e+08   

                             2021-06-30  
Capital Surplus            1.838859e+09  
Total Liab                 3.500489e+09  
Total Stockholder Equity   1.552509e+09  
Deferred Long Term Liab    3.500000e+06  
Other Current Liab         5.450620e+08  
Total Assets               5.052998e+09  
Common Stock               1.210000e+06  
Other Current Assets       3.130300e+07  
Retained Earnings         -2.747450e+08  
Other Liab                 2.566960e+08  
Treasury Stock            -1.281500e+07  
Other Assets               6.877900e+07  
Cash                                NaN  
Total Current Liabilities  1.051668e+09  
Other Stockholder Equity  -1.281500e+07  
Property Plant Equipment   4.714809e+09  
Total Current Assets       2.694100e+08  
Net Tangible Assets        1.552509e+09  
Net Receivables            2.295120e+08  
Long Term Debt             2.192125e+09  
Accounts Payable           4.962850e+08  ]
['quarterly_cashflow',                                             2022-03-31   2021-12-31  \
Change To Liabilities                              0.0  218238000.0   
Total Cashflows From Investing Activities -150127000.0 -122484000.0   
Net Borrowings                            -104770000.0 -104770000.0   
Total Cash From Financing Activities      -104794000.0   -4230000.0   
Change To Operating Activities            -137962000.0  -51950000.0   
Net Income                                  48764000.0  424900000.0   
Change In Cash                              87171000.0  302916000.0   
Total Cash From Operating Activities       342092000.0  429630000.0   
Depreciation                               160481000.0  208761000.0   
Other Cashflows From Financing Activities     -24000.0   -4339000.0   
Change To Netincome                        266799000.0 -273197000.0   
Capital Expenditures                      -150127000.0 -124576000.0   
Issuance Of Stock                                  NaN    1324000.0   
Dividends Paid                                     NaN   -1215000.0   
Change To Account Receivables                      NaN -101047000.0   
Other Cashflows From Investing Activities          NaN          NaN   

                                            2021-09-30   2021-06-30  
Change To Liabilities                              0.0          0.0  
Total Cashflows From Investing Activities -174795000.0 -222322000.0  
Net Borrowings                            -118792000.0  -74213000.0  
Total Cash From Financing Activities      -123524000.0  -74077000.0  
Change To Operating Activities              21078000.0   82529000.0  
Net Income                                  85593000.0 -222995000.0  
Change In Cash                              29800000.0   29800000.0  
Total Cash From Operating Activities       328119000.0  296399000.0  
Depreciation                               211451000.0  213464000.0  
Other Cashflows From Financing Activities   -4732000.0      -1000.0  
Change To Netincome                          6092000.0  218679000.0  
Capital Expenditures                      -183409000.0 -222614000.0  
Issuance Of Stock                            1324000.0    1315000.0  
Dividends Paid                              -1215000.0   -1178000.0  
Change To Account Receivables             -101047000.0 -101047000.0  
Other Cashflows From Investing Activities    -221000.0     292000.0  ]
['quarterly_earnings',            Revenue   Earnings
Quarter                      
2Q2021   538649000 -222995000
3Q2021   724539000   85593000
4Q2021   814260000  424900000
1Q2022   819376000   48764000]
['quarterly_financials',                                          2022-03-31   2021-12-31   2021-09-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        61625000.0  434933000.0   85554000.0   
Minority Interest                              None         None         None   
Net Income                               48764000.0  424900000.0   85593000.0   
Selling General Administrative           24996000.0   37062000.0   25530000.0   
Gross Profit                            723085000.0  714875000.0  629894000.0   
Ebit                                    101736000.0  474411000.0  126257000.0   
Operating Income                        101736000.0  474411000.0  126257000.0   
Other Operating Expenses                426826000.0  -17909000.0  257947000.0   
Interest Expense                        -39387000.0  -40085000.0  -40861000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       12861000.0   10033000.0     -39000.0   
Total Revenue                           819376000.0  814260000.0  724539000.0   
Total Operating Expenses                717640000.0  339849000.0  598282000.0   
Cost Of Revenue                          96291000.0   99385000.0   94645000.0   
Total Other Income Expense Net          -40111000.0  -39478000.0  -40703000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           48764000.0  424900000.0   85593000.0   
Net Income Applicable To Common Shares   48764000.0  424900000.0   85593000.0   

                                         2021-06-30  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                      -223157000.0  
Minority Interest                              None  
Net Income                             -222995000.0  
Selling General Administrative           24639000.0  
Gross Profit                            443993000.0  
Ebit                                   -180624000.0  
Operating Income                       -180624000.0  
Other Operating Expenses                377800000.0  
Interest Expense                        -39536000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                        -162000.0  
Total Revenue                           538649000.0  
Total Operating Expenses                719273000.0  
Cost Of Revenue                          94656000.0  
Total Other Income Expense Net          -42533000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops         -222995000.0  
Net Income Applicable To Common Shares -222995000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  8545223    2022-01-30   
1             Vanguard Total Stock Market Index Fund  3454105    2021-12-30   
2                      Vanguard Small-Cap Index Fund  3058030    2021-12-30   
3                           iShares Russell 2000 ETF  2729906    2022-01-30   
4  SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp...  2729590    2022-01-30   
5                Vanguard Small Cap Value Index Fund  1938357    2021-12-30   
6                Vanguard Extended Market Index Fund  1597503    2021-12-30   
7               iShares S&P Small-Cap 600 Growth ETF  1404764    2022-01-30   
8                   First Trust NASDAQ Oil & Gas ETF  1361871    2022-02-27   
9                     iShares Russell 2000 Value ETF  1284094    2022-01-30   

    % Out      Value  
0  0.0701  280368766  
1  0.0283  101827015  
2  0.0251   90150724  
3  0.0224   89568215  
4  0.0224   89557847  
5  0.0159   57142764  
6  0.0131   47094388  
7  0.0115   46090306  
8  0.0112   48360039  
9  0.0105   42131124  ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
symbol: DINO
sector: Energy
Index: SP400
vol_30d_2yr: 51433534.1796875
Sector 1YMF: 6.369998931884766
1YMF: 6.369998931884766
risk trend factor: 0.2699152264297761
         beta currentRatio debtToEquity dividendRate dividendYield  \
DINO  1.54401        1.728       43.018          1.6        0.0278   

     earningsGrowth      ebitda ebitdaMargins  forwardPE freeCashflow  \
DINO              0  1260462976       0.05641  10.206038  -1079519232   

     grossMargins grossProfits heldPercentInstitutions  \
DINO       0.0784   1615735000                 0.62669   

                            industry    marketCap operatingCashflow  \
DINO  Oil & Gas Refining & Marketing  12826910720         805392000   

     operatingMargins payoutRatio pegRatio priceToBook  \
DINO          0.03909      0.1032     0.35    1.580395   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
DINO                     0.574075       0.02551      0.791        0.03679   

     returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
DINO        0.09048         1.128         134.828  Energy         223232000   

     shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  \
DINO       3.27  592278016             2.653  3818710016  22343598080   

     trailingPE  
DINO  16.929876  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 45.0 43.432974 51.035714 58.638454 43.785397 6.19363 31.398138 56.172656
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
DINO 1.094012 45.0 51433534.179688 0.676181 0.488602 0.560442
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 70.25982731235483 77.80841854652951
test cv mean error, stdev (10 folds): 75.88424312064323 79.44551851019251
sell date: 2022-09-23
expected return: 0.08411619645637987
discounted return: 0.0008329765218499929
quarter return: 1.0796122410781488
symbol: PLAB
sector: Technology
Index: SP600
vol_30d_2yr: 10786618.9453125
Sector 1YMF: 2.2899999618530273
1YMF: 2.2899999618530273
risk trend factor: 0.26412914530661946
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
PLAB  0.980357        3.417        7.842          1.889  233440992   

     ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
PLAB       0.31281  10.108109     90646496      0.30828    167044000   

     heldPercentInstitutions                             industry   marketCap  \
PLAB                 0.90554  Semiconductor Equipment & Materials  1385207808   

     operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
PLAB         195842000          0.19934           0     1.19     1.62538   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PLAB                     1.856183       0.12032      2.814        0.07156   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
PLAB        0.12739          0.28          12.342  Technology   

     sharesOutstanding shortRatio  totalCash totalCashPerShare totalDebt  \
PLAB          61729400       3.37  329281984             5.433  82548000   

     totalRevenue trailingPE  
PLAB    746267008  15.338346  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 19.15 14.678059 19.802381 24.926703 17.249841 2.549321 12.151199 22.348483
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
PLAB 2.163783 19.15 10786618.945312 0.729861 0.736899 0.332818
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -363.4599914550781
Sector Volume Factor: 1.1528457613891094
Sector Risk Trend Factor: -4.954471974241429
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 4.5674735160682465 5.146782235909608
test cv mean error, stdev (10 folds): 4.2931597086211815 5.320767742517799
sell date: 2022-08-26
expected return: 0.020160538588419565
discounted return: 0.000289317288879154
quarter return: 1.0269706384550663
['options', ('2022-12-16',)]
symbol: MPC
sector: Energy
Index: SP500
vol_30d_2yr: 141817662.109375
Sector 1YMF: 6.860008239746094
1YMF: 6.860008239746094
risk trend factor: 0.20927420668724137
        beta currentRatio debtToEquity dividendRate dividendYield      ebitda  \
MPC  1.75499        1.449       89.568         2.32        0.0266  8572000256   

    ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
MPC       0.06306  11.191026  18097874944      0.08778  10443000000   

    heldPercentInstitutions                        industry    marketCap  \
MPC                 0.79745  Oil & Gas Refining & Marketing  47223455744   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
MPC        6418999808           0.0386      0.5472     0.35     1.98454   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MPC                     0.347428       0.07964      1.045        0.03693   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
MPC        0.12817         0.679         222.006  Energy         540995008   

    shortRatio    totalCash totalCashPerShare    totalDebt  totalRevenue  \
MPC       2.78  10597000192            19.588  28034000896  135922999296   

    trailingPE  
MPC    4.97776  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 87.290001 89.493723 102.090159 114.686595 92.392331 8.807067 74.778196 110.006465
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MPC 1.221452 87.290001 141817662.109375 0.691764 0.549549 0.514371
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 143.4033886365892 157.92853524383602
test cv mean error, stdev (10 folds): 150.6730426711074 163.87263656740802
sell date: 2022-06-24
expected return: 0.012946334184793143
discounted return: 0.0021461742004171835
quarter return: 1.2180320105399547
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability',                                       Value
2022-5                                     
palmOil                               False
controversialWeapons                  False
gambling                              False
socialScore                            7.01
nuclear                               False
furLeather                            False
alcoholic                             False
gmo                                   False
catholic                              False
socialPercentile                       None
peerCount                                39
governanceScore                        5.87
environmentPercentile                  None
animalTesting                         False
tobacco                               False
totalEsg                              28.78
highestControversy                        3
esgPerformance                     AVG_PERF
coal                                  False
pesticides                            False
adult                                 False
percentile                            57.14
peerGroup              Refiners & Pipelines
smallArms                             False
environmentScore                      15.91
governancePercentile                   None
militaryContract                      False]
symbol: LLY
sector: Healthcare
Index: SP500
vol_30d_2yr: 70977344.3359375
Sector 1YMF: 8.8499755859375
1YMF: 8.8499755859375
risk trend factor: 0.18730107060185186
         beta currentRatio debtToEquity dividendRate dividendYield  \
LLY  0.430392        1.267      174.931         3.92        0.0134   

    earningsGrowth       ebitda ebitdaMargins forwardPE freeCashflow  \
LLY          0.409  10721399808       0.36563  38.83845   4736287744   

    grossMargins grossProfits heldPercentInstitutions  \
LLY       0.7556  21345300000                 0.84303   

                       industry     marketCap operatingCashflow  \
LLY  Drug Manufacturers—General  278272606208        8062499840   

    operatingMargins payoutRatio pegRatio priceToBook  \
LLY          0.30994      0.5245     5.44   34.015434   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
LLY                     9.489974       0.20903      0.772        0.12117   

    returnOnEquity revenueGrowth revenuePerShare      sector  \
LLY        0.74019         0.148          32.376  Healthcare   

    sharesOutstanding shortRatio   totalCash totalCashPerShare    totalDebt  \
LLY         956592000       1.74  2571599872             2.857  16551999488   

    totalRevenue trailingPE  
LLY  29322799104  44.412212  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 290.899994 284.096885 302.232381 320.367877 296.315556 9.524706 277.266144 315.364968
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
LLY 0.967658 290.899994 70977344.335938 0.829733 0.979741 0.407173
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 404.300468795574 288.1892634819623
test cv mean error, stdev (10 folds): 433.70233236467357 286.09339973931145
sell date: 2022-09-02
expected return: 0.13279535875519005
discounted return: 0.0016419827219595895
quarter return: 1.1629251651523083
['quarterly_balance_sheet',                                     2022-03-31    2021-12-31    2021-09-30  \
Intangible Assets                 7.482400e+09  7.691900e+09  7.887700e+09   
Capital Surplus                   6.656300e+09  6.833400e+09  6.758000e+09   
Total Liab                        3.745730e+10  3.965120e+10  4.023290e+10   
Total Stockholder Equity          9.330800e+09  8.979200e+09  7.757000e+09   
Minority Interest                 1.312000e+08  1.756000e+08  1.971000e+08   
Other Current Liab                3.135000e+09  3.814100e+09  2.513000e+09   
Total Assets                      4.691930e+10  4.880600e+10  4.818700e+10   
Common Stock                      5.941000e+08  5.963000e+08  5.982000e+08   
Other Current Assets              3.880000e+07  9.900000e+06  5.500000e+06   
Retained Earnings                 9.369400e+09  8.958500e+09  9.639400e+09   
Other Liab                        8.875200e+09  8.674200e+09  1.099380e+10   
Good Will                         3.892000e+09  3.892000e+09  3.884100e+09   
Treasury Stock                   -7.289000e+09 -7.409000e+09 -9.238600e+09   
Other Assets                      6.506600e+09  6.380000e+09  6.122000e+09   
Cash                              2.459200e+09  3.818500e+09  3.788200e+09   
Total Current Liabilities         1.338600e+10  1.505270e+10  1.368200e+10   
Deferred Long Term Asset Charges  2.464900e+09  2.489300e+09  2.625600e+09   
Short Long Term Debt              1.355900e+09  1.539500e+09  1.580000e+09   
Other Stockholder Equity         -7.238500e+09 -7.356300e+09 -9.185900e+09   
Property Plant Equipment          9.102700e+09  8.985100e+09  8.920400e+09   
Total Current Assets              1.696470e+10  1.845240e+10  1.780830e+10   
Long Term Investments             2.970900e+09  3.404600e+09  3.564500e+09   
Net Tangible Assets              -2.043600e+09 -2.604700e+09 -4.014800e+09   
Short Term Investments            1.091000e+08  9.010000e+07  3.710000e+07   
Net Receivables                   7.763600e+09  8.112500e+09  6.992300e+09   
Long Term Debt                    1.519610e+10  1.538700e+10  1.555710e+10   
Inventory                         3.893000e+09  3.886000e+09  3.907400e+09   
Accounts Payable                  1.433300e+09  1.670600e+09  1.566800e+09   

                                    2021-06-30  
Intangible Assets                 7.985400e+09  
Capital Surplus                   6.669200e+09  
Total Liab                        4.114550e+10  
Total Stockholder Equity          6.444400e+09  
Minority Interest                 2.191000e+08  
Other Current Liab                3.878400e+09  
Total Assets                      4.780900e+10  
Common Stock                      5.981000e+08  
Other Current Assets              5.400000e+06  
Retained Earnings                 8.530100e+09  
Other Liab                        1.127500e+10  
Good Will                         3.884200e+09  
Treasury Stock                   -9.353000e+09  
Other Assets                      6.104000e+09  
Cash                              3.220000e+09  
Total Current Liabilities         1.509320e+10  
Deferred Long Term Asset Charges  2.674900e+09  
Short Long Term Debt              1.625700e+09  
Other Stockholder Equity         -9.300300e+09  
Property Plant Equipment          8.855500e+09  
Total Current Assets              1.729550e+10  
Long Term Investments             3.684400e+09  
Net Tangible Assets              -5.425200e+09  
Short Term Investments            5.120000e+07  
Net Receivables                   6.869700e+09  
Long Term Debt                    1.477730e+10  
Inventory                         3.824900e+09  
Accounts Payable                  1.597800e+09  ]
['quarterly_cashflow',                                              2022-03-31    2021-12-31  \
Investments                               -2.320000e+07 -1.180000e+07   
Change To Liabilities                      0.000000e+00 -6.641000e+08   
Total Cashflows From Investing Activities -1.013800e+09 -3.790000e+08   
Net Borrowings                            -2.104000e+08 -2.600000e+06   
Total Cash From Financing Activities      -2.878300e+09 -1.526500e+09   
Change To Operating Activities            -4.550000e+07  2.063500e+09   
Net Income                                 1.902900e+09  1.726100e+09   
Change In Cash                            -1.359300e+09  3.030000e+07   
Repurchase Of Stock                       -1.500000e+09 -7.500000e+08   
Effect Of Exchange Rate                    3.360000e+07 -2.207000e+08   
Total Cash From Operating Activities       2.499200e+09  2.156500e+09   
Depreciation                               4.357000e+08  4.457000e+08   
Other Cashflows From Investing Activities -1.334000e+08  2.700000e+07   
Dividends Paid                            -8.855000e+08 -7.733000e+08   
Other Cashflows From Financing Activities -2.824000e+08 -6.000000e+05   
Change To Netincome                        2.061000e+08  4.592000e+08   
Capital Expenditures                      -3.654000e+08 -2.914000e+08   
Change To Inventory                                 NaN -2.359000e+08   
Change To Account Receivables                       NaN -1.278300e+09   

                                             2021-09-30    2021-06-30  
Investments                               -1.077000e+08 -2.440000e+07  
Change To Liabilities                      0.000000e+00  0.000000e+00  
Total Cashflows From Investing Activities -6.165000e+08 -4.833000e+08  
Net Borrowings                             3.077000e+08  2.000000e+08  
Total Cash From Financing Activities      -4.632000e+08 -1.083200e+09  
Change To Operating Activities            -6.665000e+08  2.212000e+08  
Net Income                                 1.110100e+09  1.390200e+09  
Change In Cash                             5.682000e+08  2.176000e+08  
Repurchase Of Stock                       -7.500000e+08 -5.000000e+08  
Effect Of Exchange Rate                    1.660000e+07  8.600000e+06  
Total Cash From Operating Activities       1.631300e+09  1.775500e+09  
Depreciation                               3.823000e+08  3.693000e+08  
Other Cashflows From Investing Activities -5.320000e+07  7.240000e+07  
Dividends Paid                            -7.704000e+08 -7.683000e+08  
Other Cashflows From Financing Activities -5.000000e+05 -1.490000e+07  
Change To Netincome                        8.054000e+08 -2.052000e+08  
Capital Expenditures                      -3.368000e+08 -3.813000e+08  
Change To Inventory                       -2.359000e+08 -2.359000e+08  
Change To Account Receivables             -1.278300e+09 -1.278300e+09  ]
['quarterly_earnings',             Revenue    Earnings
Quarter                        
2Q2021   6740100000  1390200000
3Q2021   6772800000  1110100000
4Q2021   7999900000  1726100000
1Q2022   7810000000  1902900000]
['quarterly_financials',                                           2022-03-31    2021-12-31  \
Research Development                    1610100000.0  1959400000.0   
Effect Of Accounting Charges                    None          None   
Income Before Tax                       2053600000.0  1839900000.0   
Minority Interest                        131200000.0   175600000.0   
Net Income                              1902900000.0  1726100000.0   
Selling General Administrative          1464600000.0  1519400000.0   
Gross Profit                            5737900000.0  5854300000.0   
Ebit                                    2663200000.0  2375500000.0   
Operating Income                        2663200000.0  2375500000.0   
Other Operating Expenses                        None          None   
Interest Expense                         -84900000.0   -81400000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       150700000.0   113800000.0   
Total Revenue                           7810000000.0  7999900000.0   
Total Operating Expenses                5146800000.0  5624400000.0   
Cost Of Revenue                         2072100000.0  2145600000.0   
Total Other Income Expense Net          -609600000.0  -535600000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops          1902900000.0  1726100000.0   
Net Income Applicable To Common Shares  1902900000.0  1726100000.0   

                                          2021-09-30    2021-06-30  
Research Development                    1708900000.0  1672800000.0  
Effect Of Accounting Charges                    None          None  
Income Before Tax                       1245300000.0  1593900000.0  
Minority Interest                        197100000.0   219100000.0  
Net Income                              1110100000.0  1390200000.0  
Selling General Administrative          1505300000.0  1614600000.0  
Gross Profit                            5342000000.0  5209900000.0  
Ebit                                    2127800000.0  1922500000.0  
Operating Income                        2127800000.0  1922500000.0  
Other Operating Expenses                        None          None  
Interest Expense                         -83600000.0   -86900000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                       135200000.0   203700000.0  
Total Revenue                           6772800000.0  6740100000.0  
Total Operating Expenses                4645000000.0  4817600000.0  
Cost Of Revenue                         1430800000.0  1530200000.0  
Total Other Income Expense Net          -882500000.0  -328600000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops          1110100000.0  1390200000.0  
Net Income Applicable To Common Shares  1110100000.0  1390200000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0             Vanguard Total Stock Market Index Fund  24466874    2021-12-30   
1                            Vanguard 500 Index Fund  16814257    2021-12-30   
2                             Vanguard/Primecap Fund  16263808    2021-12-30   
3              Vanguard Specialized-Health Care Fund  10213125    2022-01-30   
4                             SPDR S&P 500 ETF Trust   8436788    2022-01-30   
5                            Fidelity 500 Index Fund   8130898    2022-02-27   
6                           iShares Core S&P 500 ETF   6602520    2022-01-30   
7                    Vanguard Index-Value Index Fund   6578581    2021-12-30   
8                            Fidelity Contrafund Inc   6465969    2022-02-27   
9  Vanguard Institutional Index Fund-Institutiona...   5982359    2021-12-30   

    % Out       Value  
0  0.0258  6758239936  
1  0.0177  4644434068  
2  0.0171  4492389045  
3  0.0107  2506198743  
4  0.0089  2070303407  
5  0.0086  2032317955  
6  0.0069  1620192382  
7  0.0069  1817135643  
8  0.0068  1616168951  
9  0.0063  1652447202  ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability',                                  Value
2022-5                                
palmOil                          False
controversialWeapons             False
gambling                         False
socialScore                       17.4
nuclear                          False
furLeather                       False
alcoholic                        False
gmo                              False
catholic                          True
socialPercentile                     0
peerCount                           83
governanceScore                  11.56
environmentPercentile                0
animalTesting                     True
tobacco                          False
totalEsg                          32.4
highestControversy                   2
esgPerformance               LEAD_PERF
coal                             False
pesticides                       False
adult                            False
percentile                       70.21
peerGroup              Pharmaceuticals
smallArms                        False
environmentScore                  3.43
governancePercentile                 0
militaryContract                 False]
symbol: VLO
sector: Energy
Index: SP500
vol_30d_2yr: 90552079.1015625
Sector 1YMF: 9.160011291503906
1YMF: 9.160011291503906
risk trend factor: 0.1828345622851758
         beta currentRatio debtToEquity dividendRate dividendYield  \
VLO  1.762704        1.178       64.483         3.92        0.0349   

         ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
VLO  6672999936       0.05306  9.871818   4647625216      0.05998   

    grossProfits heldPercentInstitutions                        industry  \
VLO   5487000000                 0.80514  Oil & Gas Refining & Marketing   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
VLO  45886316544        6498999808           0.0341      0.6312     0.36   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
VLO    2.438094                     0.364858       0.02019        0.7   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
VLO        0.04701        0.14702         0.886         308.815  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare    totalDebt  \
VLO         408096000       1.46  2638000128             6.464  13160999936   

     totalRevenue trailingPE  
VLO  125765001216   18.10045  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 112.440002 114.972524 130.979841 146.987158 116.34127 14.566462 87.208346 145.474193
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VLO 1.3872 112.440002 90552079.101562 0.691389 0.569718 0.530999
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 317.1519136674356 364.5895840215621
test cv mean error, stdev (10 folds): 348.46648405824834 368.0112236822125
sell date: 2022-09-23
expected return: 0.1830403392601269
discounted return: 0.001734364991082149
quarter return: 1.1728343844214058
['options', ('2023-01-20', '2024-01-19')]
['sustainability',                                       Value
2022-5                                     
palmOil                               False
controversialWeapons                  False
gambling                              False
socialScore                            7.23
nuclear                               False
furLeather                            False
alcoholic                             False
gmo                                   False
catholic                              False
socialPercentile                       None
peerCount                                39
governanceScore                        4.98
environmentPercentile                  None
animalTesting                         False
tobacco                               False
totalEsg                              30.94
highestControversy                        3
esgPerformance                     OUT_PERF
coal                                  False
pesticides                            False
adult                                 False
percentile                            65.34
peerGroup              Refiners & Pipelines
smallArms                             False
environmentScore                      18.74
governancePercentile                   None
militaryContract                      False]
symbol: APA
sector: Energy
Index: SP500
vol_30d_2yr: 204531248.4375
Sector 1YMF: 2.8700027465820312
1YMF: 2.8700027465820312
risk trend factor: 0.1813014791288129
        beta currentRatio dividendRate dividendYield earningsGrowth  \
APA  4.42549        1.124          0.5        0.0122         38.999   

         ebitda ebitdaMargins freeCashflow grossMargins grossProfits  \
APA  4470000128       0.55701   2259500032      0.63302   5080000000   

    heldPercentInstitutions       industry operatingCashflow operatingMargins  \
APA                 0.92629  Oil & Gas E&P        3496000000           0.3696   

    payoutRatio pegRatio profitMargins quickRatio returnOnAssets  \
APA      0.0339     0.16       0.12125      0.801        0.14233   

    returnOnEquity revenueGrowth revenuePerShare  sector shortRatio  \
APA       27.07216         0.905          21.457  Energy       1.45   

     totalCash totalCashPerShare   totalDebt totalRevenue  
APA  302000000             0.871  7760999936   8024999936  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 39.220001 39.703868 46.051746 52.399625 42.946032 3.294685 36.356662 49.535402
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
APA 0.999608 39.220001 204531248.4375 0.713933 0.302651 0.445144
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 47.195178427734554 46.896895021789376
test cv mean error, stdev (10 folds): 51.47031681916078 47.09783220586969
sell date: 2022-07-15
expected return: 0.07803719469902784
discounted return: 0.002786912363174965
quarter return: 1.2918035249477826
['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   1.164500e+10  1.168600e+10  1.170400e+10   
Total Liab                        1.330800e+10  1.270500e+10  1.281900e+10   
Total Stockholder Equity         -1.595000e+09 -1.095000e+09 -9.640000e+08   
Minority Interest                 1.590000e+09  1.580000e+09  1.657000e+09   
Deferred Long Term Liab           5.700000e+08  5.150000e+08  5.120000e+08   
Other Current Liab                3.370000e+08  2.760000e+08  2.990000e+08   
Total Assets                      1.330300e+10  1.331000e+10  1.351200e+10   
Common Stock                      2.620000e+08  2.620000e+08  2.620000e+08   
Other Current Assets              1.550000e+08  1.020000e+08  7.600000e+07   
Retained Earnings                -9.488000e+09 -9.870000e+09 -9.757000e+09   
Other Liab                        3.744000e+09  3.673000e+09  2.626000e+09   
Treasury Stock                   -4.014000e+09 -3.173000e+09 -3.173000e+09   
Other Assets                      1.223000e+09  1.255000e+09  5.120000e+08   
Cash                              3.020000e+08  3.770000e+08  1.249000e+09   
Total Current Liabilities         2.117000e+09  1.839000e+09  1.773000e+09   
Deferred Long Term Asset Charges  1.300000e+07           NaN           NaN   
Other Stockholder Equity          2.200000e+07  1.500000e+07  1.500000e+07   
Property Plant Equipment          8.335000e+09  8.336000e+09  8.501000e+09   
Total Current Assets              2.380000e+09  2.181000e+09  2.945000e+09   
Long Term Investments             1.365000e+09  1.538000e+09  1.554000e+09   
Net Tangible Assets              -1.595000e+09 -1.095000e+09 -9.640000e+08   
Net Receivables                   1.394000e+09  1.170000e+09  1.068000e+09   
Long Term Debt                    7.261000e+09  7.159000e+09  8.386000e+09   
Inventory                         4.730000e+08  4.760000e+08  4.790000e+08   
Accounts Payable                  7.310000e+08  6.870000e+08  6.030000e+08   
Short Long Term Debt                       NaN  2.130000e+08  2.130000e+08   

                                    2021-03-31  
Capital Surplus                   1.172700e+10  
Total Liab                        1.278300e+10  
Total Stockholder Equity         -1.258000e+09  
Minority Interest                 1.602000e+09  
Deferred Long Term Liab           4.930000e+08  
Other Current Liab                2.000000e+08  
Total Assets                      1.312700e+10  
Common Stock                      2.620000e+08  
Other Current Assets              1.450000e+08  
Retained Earnings                -1.007300e+10  
Other Liab                        2.732000e+09  
Treasury Stock                   -3.174000e+09  
Other Assets                      4.970000e+08  
Cash                              5.380000e+08  
Total Current Liabilities         1.338000e+09  
Deferred Long Term Asset Charges           NaN  
Other Stockholder Equity          1.500000e+07  
Property Plant Equipment          8.718000e+09  
Total Current Assets              2.345000e+09  
Long Term Investments             1.567000e+09  
Net Tangible Assets              -1.258000e+09  
Net Receivables                   1.071000e+09  
Long Term Debt                    8.678000e+09  
Inventory                         5.020000e+08  
Accounts Payable                  5.240000e+08  
Short Long Term Debt                       NaN  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                               -1.000000e+06 -3.000000e+06   
Change To Liabilities                      2.600000e+07  6.200000e+07   
Total Cashflows From Investing Activities -2.910000e+08 -1.490000e+08   
Net Borrowings                             1.020000e+08 -1.335000e+09   
Total Cash From Financing Activities      -8.690000e+08 -1.494000e+09   
Change To Operating Activities             1.800000e+08 -1.800000e+07   
Net Income                                 3.820000e+08 -1.130000e+08   
Change In Cash                            -7.500000e+07 -8.720000e+08   
Repurchase Of Stock                       -8.470000e+08 -8.470000e+08   
Total Cash From Operating Activities       1.085000e+09  7.710000e+08   
Depreciation                               3.650000e+08  3.690000e+08   
Other Cashflows From Investing Activities  8.000000e+06  3.200000e+07   
Dividends Paid                            -2.400000e+07 -9.000000e+06   
Change To Inventory                        1.000000e+07 -3.900000e+07   
Change To Account Receivables             -1.210000e+08 -1.000000e+08   
Other Cashflows From Financing Activities -1.000000e+08 -1.500000e+08   
Change To Netincome                        2.430000e+08  6.100000e+08   
Capital Expenditures                      -3.150000e+08 -2.360000e+08   

                                            2021-06-30   2021-03-31  
Investments                                 -3000000.0  -21000000.0  
Change To Liabilities                       82000000.0   75000000.0  
Total Cashflows From Investing Activities -126000000.0 -267000000.0  
Net Borrowings                             -79000000.0  -58000000.0  
Total Cash From Financing Activities      -132000000.0 -128000000.0  
Change To Operating Activities             104000000.0  -79000000.0  
Net Income                                 316000000.0  388000000.0  
Change In Cash                             711000000.0  276000000.0  
Repurchase Of Stock                       -847000000.0 -847000000.0  
Total Cash From Operating Activities       969000000.0  671000000.0  
Depreciation                               382000000.0  388000000.0  
Other Cashflows From Investing Activities    5000000.0    7000000.0  
Dividends Paid                             -10000000.0   -9000000.0  
Change To Inventory                         23000000.0   -3000000.0  
Change To Account Receivables                3000000.0 -168000000.0  
Other Cashflows From Financing Activities  -43000000.0  -61000000.0  
Change To Netincome                         59000000.0   70000000.0  
Capital Expenditures                      -306000000.0 -256000000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021   1932000000  388000000
2Q2021   1830000000  316000000
3Q2021   2099000000 -113000000
4Q2021   2164000000  382000000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        654000000.0   122000000.0   
Minority Interest                       1590000000.0  1580000000.0   
Net Income                               382000000.0  -113000000.0   
Selling General Administrative           137000000.0    70000000.0   
Gross Profit                            1467000000.0  1301000000.0   
Ebit                                     937000000.0   774000000.0   
Operating Income                         937000000.0   774000000.0   
Other Operating Expenses                  15000000.0    88000000.0   
Interest Expense                         -94000000.0  -101000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       169000000.0   152000000.0   
Total Revenue                           2164000000.0  2099000000.0   
Total Operating Expenses                1227000000.0  1325000000.0   
Cost Of Revenue                          697000000.0   798000000.0   
Total Other Income Expense Net          -283000000.0  -652000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           485000000.0   -30000000.0   
Net Income Applicable To Common Shares   382000000.0  -113000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        495000000.0   620000000.0  
Minority Interest                       1657000000.0  1602000000.0  
Net Income                               316000000.0   388000000.0  
Selling General Administrative            86000000.0    83000000.0  
Gross Profit                            1196000000.0  1116000000.0  
Ebit                                     510000000.0   745000000.0  
Operating Income                         510000000.0   745000000.0  
Other Operating Expenses                 223000000.0  -103000000.0  
Interest Expense                        -111000000.0  -112000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        87000000.0   170000000.0  
Total Revenue                           1830000000.0  1932000000.0  
Total Operating Expenses                1320000000.0  1187000000.0  
Cost Of Revenue                          634000000.0   816000000.0  
Total Other Income Expense Net           -15000000.0  -125000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           408000000.0   450000000.0  
Net Income Applicable To Common Shares   316000000.0   388000000.0  ]
['mutualfund_holders',                                    Holder    Shares Date Reported   % Out  \
0                            Oakmark Fund  12743809    2021-12-30  0.0377   
1   Select Sector SPDR Fund-Energy Select  10683025    2022-01-30  0.0316   
2  Vanguard Total Stock Market Index Fund  10325855    2021-12-30  0.0305   
3           Vanguard Small-Cap Index Fund   9149341    2021-12-30  0.0271   
4                     Vanguard/Windsor II   8002477    2022-01-30  0.0237   
5                 Vanguard 500 Index Fund   7693595    2021-12-30  0.0227   
6     Vanguard Small Cap Value Index Fund   5800585    2021-12-30  0.0171   
7                     Oakmark Select Fund   5500000    2021-12-30  0.0163   
8                  SPDR S&P 500 ETF Trust   4043068    2022-01-30  0.0120   
9                 Fidelity 500 Index Fund   3720217    2022-02-27  0.0110   

       Value  
0  342681024  
1  354783260  
2  277662240  
3  246025779  
4  265762261  
5  206880769  
6  155977730  
7  147895000  
8  134270288  
9  132551331  ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: PPC
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 17241312.5
Sector 1YMF: 1.4799995422363281
1YMF: 1.4799995422363281
risk trend factor: 0.1778845668897103
        beta currentRatio debtToEquity earningsGrowth      ebitda  \
PPC  1.12745        1.532      134.448          1.805  1548861056   

    ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
PPC       0.09838  11.328186    873572608      0.10458   1365827000   

    heldPercentInstitutions        industry   marketCap operatingCashflow  \
PPC                 0.19334  Packaged Foods  7149453824         697006016   

    operatingMargins payoutRatio pegRatio priceToBook  \
PPC           0.0732           0     0.59    2.745392   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PPC                     0.454094       0.01342      0.724        0.08575   

    returnOnEquity revenueGrowth revenuePerShare              sector  \
PPC        0.07645         0.295          64.613  Consumer Defensive   

    sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
PPC         243676000       2.43  725539968             3.019  3755959040   

    totalRevenue  
PPC  15744428032  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 29.34 28.165931 31.419048 34.672164 28.426667 2.86898 22.688707 34.164626
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
PPC 1.275425 29.34 17241312.5 0.741748 0.282386 0.556574
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -74.80001831054688
Sector Volume Factor: 1.4135920452708397
Sector Risk Trend Factor: -2.283970024749523
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 26.767895755767032 40.45510267955412
test cv mean error, stdev (10 folds): 28.55364084597685 42.01427297956826
sell date: 2022-08-12
expected return: 0.07198653654402982
discounted return: 0.0012646809148548765
quarter return: 1.1233071343863057
['quarterly_balance_sheet',                                     2022-03-27    2021-12-26    2021-09-26  \
Intangible Assets                 9.385640e+08  9.632430e+08  1.028664e+09   
Capital Surplus                   1.966066e+09  1.964028e+09  1.962750e+09   
Total Liab                        6.524261e+09  6.324271e+09  6.216460e+09   
Total Stockholder Equity          2.781630e+09  2.577080e+09  2.604243e+09   
Minority Interest                 1.197600e+07  1.185400e+07  1.214000e+07   
Other Current Liab                3.009220e+08  3.085060e+08  4.109530e+08   
Total Assets                      9.317867e+09  8.913205e+09  8.832843e+09   
Common Stock                      2.616000e+06  2.614000e+06  2.614000e+06   
Other Current Assets              6.858900e+07  4.054500e+07  6.656900e+07   
Retained Earnings                 1.284007e+09  1.003569e+09  9.668150e+08   
Other Liab                        4.077630e+08  4.709210e+08  5.265940e+08   
Good Will                         1.320100e+09  1.337252e+09  1.381872e+09   
Treasury Stock                   -4.710590e+08 -3.931310e+08 -3.279360e+08   
Other Assets                      3.726000e+07  3.772400e+07  3.165500e+07   
Cash                              7.255400e+08  4.276610e+08  5.110840e+08   
Total Current Liabilities         2.475775e+09  2.390823e+09  2.270929e+09   
Deferred Long Term Asset Charges  5.191000e+06  5.314000e+06  5.465000e+06   
Short Long Term Debt              3.616200e+07  2.541400e+07  2.023000e+07   
Other Stockholder Equity         -9.890200e+07 -4.799700e+07  1.719800e+07   
Property Plant Equipment          3.229118e+09  3.269032e+09  3.148945e+09   
Total Current Assets              3.792825e+09  3.305954e+09  3.241707e+09   
Net Tangible Assets               5.229660e+08  2.765850e+08  1.937070e+08   
Net Receivables                   1.086588e+09  1.042610e+09  9.425350e+08   
Long Term Debt                    3.373573e+09  3.187543e+09  3.191270e+09   
Inventory                         1.708995e+09  1.575658e+09  1.556821e+09   
Accounts Payable                  1.448846e+09  1.400394e+09  1.183460e+09   

                                    2021-06-27  
Intangible Assets                 5.895360e+08  
Capital Surplus                   1.959558e+09  
Total Liab                        5.154333e+09  
Total Stockholder Equity          2.582482e+09  
Minority Interest                 1.203000e+07  
Other Current Liab                5.448970e+08  
Total Assets                      7.748845e+09  
Common Stock                      2.614000e+06  
Other Current Assets              1.300070e+08  
Retained Earnings                 9.060900e+08  
Other Liab                        4.179760e+08  
Good Will                         1.024900e+09  
Treasury Stock                   -2.857800e+08  
Other Assets                      3.233100e+07  
Cash                              3.918050e+08  
Total Current Liabilities         2.244714e+09  
Deferred Long Term Asset Charges  5.494000e+06  
Short Long Term Debt              2.593100e+07  
Other Stockholder Equity          5.935400e+07  
Property Plant Equipment          2.972778e+09  
Total Current Assets              3.129300e+09  
Net Tangible Assets               9.680460e+08  
Net Receivables                   9.186950e+08  
Long Term Debt                    2.268842e+09  
Inventory                         1.530014e+09  
Accounts Payable                  1.100759e+09  ]
['quarterly_cashflow',                                             2022-03-27   2021-12-26  \
Change To Liabilities                       -2454000.0   84657000.0   
Total Cashflows From Investing Activities  -85576000.0 -111842000.0   
Net Borrowings                             196412000.0    -235000.0   
Total Cash From Financing Activities       166330000.0    -235000.0   
Change To Operating Activities              -8946000.0  -75981000.0   
Net Income                                 280438000.0   36754000.0   
Change In Cash                             305677000.0 -115074000.0   
Repurchase Of Stock                        -28984000.0  -28984000.0   
Effect Of Exchange Rate                     -2073000.0   -1961000.0   
Total Cash From Operating Activities       226996000.0   -1036000.0   
Depreciation                               102142000.0  106488000.0   
Change To Inventory                       -146035000.0  -28211000.0   
Change To Account Receivables              -66669000.0 -120429000.0   
Other Cashflows From Financing Activities   -1098000.0   -1098000.0   
Change To Netincome                        -17969000.0  -54879000.0   
Capital Expenditures                       -81578000.0 -100851000.0   

                                             2021-09-26   2021-06-27  
Change To Liabilities                      8.445000e+06  506670000.0  
Total Cashflows From Investing Activities -1.049512e+09  -73266000.0  
Net Borrowings                             9.280300e+08  -97181000.0  
Total Cash From Financing Activities       9.143870e+08 -105831000.0  
Change To Operating Activities             1.507300e+07  -25391000.0  
Net Income                                 6.072500e+07 -166687000.0  
Change In Cash                             7.517800e+07   79777000.0  
Repurchase Of Stock                       -2.898400e+07  -28984000.0  
Effect Of Exchange Rate                   -2.240000e+06     371000.0  
Total Cash From Operating Activities       2.125430e+08  258503000.0  
Depreciation                               9.207600e+07   95728000.0  
Change To Inventory                        2.429400e+07  -91397000.0  
Change To Account Receivables             -2.133800e+07  -62718000.0  
Other Cashflows From Financing Activities -1.364300e+07   -8650000.0  
Change To Netincome                        1.158100e+07  -20393000.0  
Capital Expenditures                      -9.707600e+07  -81577000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
2Q2021   3637698000 -166687000
3Q2021   3827566000   60725000
4Q2021   4038769000   36754000
1Q2022   4240395000  280438000]
['quarterly_financials',                                           2022-03-27    2021-12-26  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        355779000.0    41659000.0   
Minority Interest                         11976000.0    11854000.0   
Net Income                               280438000.0    36754000.0   
Selling General Administrative           120323000.0    35329000.0   
Gross Profit                             541980000.0   352500000.0   
Ebit                                     421657000.0   317171000.0   
Operating Income                         421657000.0   317171000.0   
Other Operating Expenses                        None          None   
Interest Expense                         -36296000.0   -34974000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                        75219000.0     5191000.0   
Total Revenue                           4240395000.0  4038769000.0   
Total Operating Expenses                3818738000.0  3721598000.0   
Cost Of Revenue                         3698415000.0  3686269000.0   
Total Other Income Expense Net           -65878000.0  -275512000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           280560000.0    36468000.0   
Net Income Applicable To Common Shares   280438000.0    36754000.0   

                                          2021-09-26    2021-06-27  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                         91220000.0  -176315000.0  
Minority Interest                         12140000.0    12030000.0  
Net Income                                60725000.0  -166687000.0  
Selling General Administrative           250844000.0   102959000.0  
Gross Profit                             371843000.0   380241000.0  
Ebit                                     120999000.0   277282000.0  
Operating Income                         120999000.0   277282000.0  
Other Operating Expenses                        None          None  
Interest Expense                         -29833000.0   -50651000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        30385000.0    -9812000.0  
Total Revenue                           3827566000.0  3637698000.0  
Total Operating Expenses                3706567000.0  3360416000.0  
Cost Of Revenue                         3455723000.0  3257457000.0  
Total Other Income Expense Net           -29779000.0  -453597000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops            60835000.0  -166503000.0  
Net Income Applicable To Common Shares    60725000.0  -166687000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0             Vanguard Total Stock Market Index Fund  1391177    2021-12-30   
1                        iShares Core S&P Midcap ETF  1354194    2022-01-30   
2                      Vanguard Small-Cap Index Fund  1226527    2021-12-30   
3                Vanguard Small Cap Value Index Fund   778076    2021-12-30   
4                Vanguard Extended Market Index Fund   647608    2021-12-30   
5                    DFA U.S. Small Cap Value Series   494751    2022-01-30   
6  First Tr Exchg Tr AlphaDEX Fd-FT Consumer Stap...   488488    2022-02-27   
7                     SPDR S&P Mid Cap 400 ETF Trust   418251    2022-01-30   
8                   IShares S&P Midcap 400 Value ETF   353867    2022-01-30   
9               Vanguard Consumer Staples Index Fund   342523    2022-02-27   

    % Out     Value  
0  0.0058  39231191  
1  0.0056  37876806  
2  0.0051  34588061  
3  0.0032  21941743  
4  0.0027  18262545  
5  0.0021  13838185  
6  0.0020  11518547  
7  0.0017  11698480  
8  0.0015   9897659  
9  0.0014   8076692  ]
['options', ('2023-01-20',)]
symbol: MRO
sector: Energy
Index: SP500
vol_30d_2yr: 490057840.234375
Sector 1YMF: 1.5699996948242188
1YMF: 1.5699996948242188
risk trend factor: 0.15110678525882204
         beta currentRatio debtToEquity dividendRate dividendYield  \
MRO  2.766666        1.112        38.48         0.32        0.0119   

         ebitda ebitdaMargins  forwardPE freeCashflow grossMargins  \
MRO  3308999936       0.58921  12.321428   1785500032      0.77546   

    grossProfits heldPercentInstitutions       industry    marketCap  \
MRO   4355000000                   0.802  Oil & Gas E&P  18801668096   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
MRO        3239000064          0.20495      0.0769     0.59    1.764964   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MRO                     3.347875       0.16845      1.052        0.04117   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
MRO        0.08905         1.091           7.136  Energy         778537024   

    shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  
MRO       0.93  580000000             0.794  4112000000   5616000000  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 24.15 25.128986 29.471905 33.814823 26.957624 2.372893 22.211838 31.70341
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MRO 1.000459 24.15 490057840.234375 0.691969 0.80545 0.53536
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'add', True]
best inner cv score, sdev (11 folds): 12.692432470075477 12.658305740019543
test cv mean error, stdev (10 folds): 13.81643891808431 12.742004519767413
sell date: 2022-06-24
expected return: -0.030545518513457035
discounted return: -0.005156949693432056
quarter return: 0.6214704447404967
['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus            7.221000e+09  7.213000e+09  7.201000e+09   
Total Liab                 6.308000e+09  6.365000e+09  7.166000e+09   
Total Stockholder Equity   1.068600e+10  1.079600e+10  1.063400e+10   
Other Current Liab         3.680000e+08  4.960000e+08  5.020000e+08   
Total Assets               1.699400e+10  1.716100e+10  1.780000e+10   
Common Stock               9.370000e+08  9.370000e+08  9.370000e+08   
Other Current Assets       2.200000e+07  2.500000e+07  1.900000e+07   
Retained Earnings          7.271000e+09  6.669000e+09  6.524000e+09   
Other Liab                 6.440000e+08  6.420000e+08  6.650000e+08   
Treasury Stock            -4.743000e+09 -4.023000e+09 -4.028000e+09   
Other Assets               1.100000e+08  1.040000e+08  9.300000e+07   
Cash                       5.800000e+08  4.850000e+08  9.700000e+08   
Total Current Liabilities  1.637000e+09  1.676000e+09  1.575000e+09   
Short Long Term Debt       3.900000e+07  3.900000e+07  3.500000e+07   
Other Stockholder Equity   8.200000e+07  8.200000e+07  7.700000e+07   
Property Plant Equipment   1.458600e+10  1.484300e+10  1.511100e+10   
Total Current Assets       1.821000e+09  1.655000e+09  2.075000e+09   
Long Term Investments      4.770000e+08  5.590000e+08  5.210000e+08   
Net Tangible Assets        1.068600e+10  1.079600e+10  1.063400e+10   
Net Receivables            1.142000e+09  1.068000e+09  1.008000e+09   
Long Term Debt             3.980000e+09  3.983000e+09  4.882000e+09   
Inventory                  7.700000e+07  7.700000e+07  7.800000e+07   
Accounts Payable           1.110000e+09  1.028000e+09  9.370000e+08   

                             2021-03-31  
Capital Surplus            7.195000e+09  
Total Liab                 7.562000e+09  
Total Stockholder Equity   1.067100e+10  
Other Current Liab         3.810000e+08  
Total Assets               1.823300e+10  
Common Stock               9.370000e+08  
Other Current Assets       2.600000e+07  
Retained Earnings          6.540000e+09  
Other Liab                 6.950000e+08  
Treasury Stock            -4.001000e+09  
Other Assets               9.600000e+07  
Cash                       1.125000e+09  
Total Current Liabilities  1.899000e+09  
Short Long Term Debt       5.010000e+08  
Other Stockholder Equity   1.120000e+08  
Property Plant Equipment   1.542500e+10  
Total Current Assets       2.150000e+09  
Long Term Investments      5.620000e+08  
Net Tangible Assets        1.067100e+10  
Net Receivables            9.210000e+08  
Long Term Debt             4.910000e+09  
Inventory                  7.800000e+07  
Accounts Payable           9.180000e+08  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                                4.600000e+07  9.000000e+06   
Change To Liabilities                      1.410000e+08  1.070000e+08   
Total Cashflows From Investing Activities -2.820000e+08 -2.650000e+08   
Total Cash From Financing Activities      -7.690000e+08 -1.036000e+09   
Change To Operating Activities            -2.000000e+07 -7.000000e+06   
Net Income                                 6.490000e+08  1.840000e+08   
Change In Cash                             9.500000e+07 -4.850000e+08   
Repurchase Of Stock                       -7.240000e+08 -1.000000e+06   
Total Cash From Operating Activities       1.146000e+09  8.160000e+08   
Depreciation                               4.630000e+08  5.830000e+08   
Dividends Paid                            -4.700000e+07 -3.900000e+07   
Change To Account Receivables             -7.600000e+07 -6.000000e+07   
Other Cashflows From Financing Activities  2.000000e+06 -9.600000e+07   
Change To Netincome                       -1.100000e+07  8.000000e+06   
Capital Expenditures                      -2.740000e+08 -2.890000e+08   
Net Borrowings                                      NaN -9.000000e+08   
Other Cashflows From Investing Activities           NaN  1.000000e+06   
Change To Inventory                                 NaN  1.000000e+06   

                                            2021-06-30   2021-03-31  
Investments                                  6000000.0    6000000.0  
Change To Liabilities                       20000000.0  101000000.0  
Total Cashflows From Investing Activities -256000000.0 -207000000.0  
Total Cash From Financing Activities      -554000000.0  -32000000.0  
Change To Operating Activities              12000000.0   61000000.0  
Net Income                                  16000000.0   97000000.0  
Change In Cash                            -155000000.0  383000000.0  
Repurchase Of Stock                         -1000000.0   -9000000.0  
Total Cash From Operating Activities       655000000.0  622000000.0  
Depreciation                               600000000.0  512000000.0  
Dividends Paid                             -32000000.0  -23000000.0  
Change To Account Receivables              -78000000.0 -175000000.0  
Other Cashflows From Financing Activities  -22000000.0  -22000000.0  
Change To Netincome                         85000000.0   28000000.0  
Capital Expenditures                      -274000000.0 -209000000.0  
Net Borrowings                            -500000000.0 -500000000.0  
Other Cashflows From Investing Activities    1000000.0   -1000000.0  
Change To Inventory                          1000000.0   -2000000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021   1180000000   97000000
2Q2021   1259000000   16000000
3Q2021   1439000000  184000000
4Q2021   1738000000  649000000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        683000000.0   188000000.0   
Minority Interest                               None          None   
Net Income                               649000000.0   184000000.0   
Selling General Administrative            61000000.0    70000000.0   
Gross Profit                            1393000000.0  1089000000.0   
Ebit                                     755000000.0   254000000.0   
Operating Income                         755000000.0   254000000.0   
Other Operating Expenses                  94000000.0   167000000.0   
Interest Expense                         -74000000.0   -57000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                        34000000.0     4000000.0   
Total Revenue                           1738000000.0  1439000000.0   
Total Operating Expenses                 983000000.0  1185000000.0   
Cost Of Revenue                          345000000.0   350000000.0   
Total Other Income Expense Net           -72000000.0   -66000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           649000000.0   184000000.0   
Net Income Applicable To Common Shares   649000000.0   184000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                         26000000.0   107000000.0  
Minority Interest                               None          None  
Net Income                                16000000.0    97000000.0  
Selling General Administrative            69000000.0    75000000.0  
Gross Profit                             966000000.0   907000000.0  
Ebit                                      54000000.0    87000000.0  
Operating Income                          54000000.0    87000000.0  
Other Operating Expenses                 240000000.0   227000000.0  
Interest Expense                         -59000000.0   -13000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        10000000.0    10000000.0  
Total Revenue                           1259000000.0  1180000000.0  
Total Operating Expenses                1205000000.0  1093000000.0  
Cost Of Revenue                          293000000.0   273000000.0  
Total Other Income Expense Net           -28000000.0    20000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops            16000000.0    97000000.0  
Net Income Applicable To Common Shares    16000000.0    97000000.0  ]
['mutualfund_holders',                                    Holder    Shares Date Reported   % Out  \
0                     Vanguard/Windsor II  26018487    2022-01-30  0.0368   
1   Select Sector SPDR Fund-Energy Select  22895120    2022-01-30  0.0324   
2  Vanguard Total Stock Market Index Fund  22131478    2021-12-30  0.0313   
3           Vanguard Small-Cap Index Fund  19611815    2021-12-30  0.0277   
4                 Vanguard 500 Index Fund  16486851    2021-12-30  0.0233   
5     Vanguard Small Cap Value Index Fund  12430773    2021-12-30  0.0176   
6          Fidelity Low-Priced Stock Fund  12282677    2022-02-27  0.0174   
7                  SPDR S&P 500 ETF Trust   8364080    2022-01-30  0.0118   
8                 Fidelity 500 Index Fund   7972838    2022-02-27  0.0113   
9                     Invesco Comstock Fd   7808667    2022-01-30  0.0110   

       Value  
0  506579941  
1  445767986  
2  363398868  
3  322026002  
4  270714093  
5  204113292  
6  277097193  
7  162848637  
8  179867225  
9  152034746  ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          10.01
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       8.13
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             42.05
highestControversy                       2
esgPerformance                        None
coal                                 False
pesticides                           False
adult                                False
percentile                            90.8
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     23.91
governancePercentile                     0
militaryContract                     False]
symbol: DVN
sector: Energy
Index: SP500
vol_30d_2yr: 237878397.65625
Sector 1YMF: 3.9099979400634766
1YMF: 3.9099979400634766
risk trend factor: 0.14878225091792957
         beta currentRatio debtToEquity dividendRate dividendYield  \
DVN  2.784803        1.376       71.922         5.08        0.0739   

         ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
DVN  5506999808       0.41984  11.09369   2805625088      0.56522   

    grossProfits heldPercentInstitutions       industry    marketCap  \
DVN   7414000000                 0.86307  Oil & Gas E&P  39279542272   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
DVN        4898999808          0.25288      0.4991     0.43    4.401456   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
DVN                     2.994552       0.21445      1.207        0.13402   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
DVN        0.45627         2.003          19.784  Energy         677000000   

    shortRatio   totalCash totalCashPerShare   totalDebt totalRevenue  \
DVN        1.7  2099000064              3.16  6760000000  13116999680   

    trailingPE  
DVN  28.808342  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 58.02 63.067854 72.56 82.052146 65.759365 6.444488 52.870389 78.648341
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
DVN 1.104104 58.02 237878397.65625 0.701688 0.885466 0.540317
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 68.71417548477189 62.1797578559326
test cv mean error, stdev (10 folds): 74.83647438011172 61.97295578707844
sell date: 2022-09-23
expected return: 0.1808220391019067
discounted return: 0.0017149827102662663
quarter return: 1.1707484793447243
['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   7.636000e+09  8.206000e+09  8.189000e+09   
Total Liab                        1.162600e+10  1.199600e+10  1.153000e+10   
Total Stockholder Equity          9.262000e+09  8.924000e+09  8.399000e+09   
Minority Interest                 1.370000e+08  1.370000e+08  1.360000e+08   
Other Current Liab                2.545000e+09  2.940000e+09  2.554000e+09   
Total Assets                      2.102500e+10  2.105700e+10  2.006500e+10   
Common Stock                      6.600000e+07  6.800000e+07  6.800000e+07   
Other Current Assets              5.240000e+08  4.860000e+08  5.030000e+08   
Retained Earnings                 1.692000e+09  7.500000e+08  2.430000e+08   
Other Liab                        1.805000e+09  1.743000e+09  1.698000e+09   
Good Will                         7.530000e+08  7.530000e+08  7.530000e+08   
Treasury Stock                   -1.320000e+08 -1.000000e+08 -1.010000e+08   
Other Assets                      3.780000e+08  3.670000e+08  3.970000e+08   
Cash                              2.099000e+09  2.144000e+09  1.348000e+09   
Total Current Liabilities         3.087000e+09  3.505000e+09  3.072000e+09   
Deferred Long Term Asset Charges  7.000000e+06           NaN           NaN   
Other Stockholder Equity         -1.320000e+08 -1.000000e+08 -1.010000e+08   
Property Plant Equipment          1.524300e+10  1.532200e+10  1.544100e+10   
Total Current Assets              4.249000e+09  4.227000e+09  3.076000e+09   
Long Term Investments             4.020000e+08  3.880000e+08  3.980000e+08   
Net Tangible Assets               8.509000e+09  8.171000e+09  7.646000e+09   
Net Receivables                   1.626000e+09  1.597000e+09  1.225000e+09   
Long Term Debt                    6.482000e+09  6.492000e+09  6.502000e+09   
Accounts Payable                  5.000000e+08  5.370000e+08  4.870000e+08   
Short Long Term Debt                       NaN           NaN           NaN   

                                    2021-03-31  
Capital Surplus                   8.172000e+09  
Total Liab                        1.197100e+10  
Total Stockholder Equity          8.353000e+09  
Minority Interest                 1.330000e+08  
Other Current Liab                2.124000e+09  
Total Assets                      2.045700e+10  
Common Stock                      6.700000e+07  
Other Current Assets              5.290000e+08  
Retained Earnings                 2.180000e+08  
Other Liab                        1.724000e+09  
Good Will                         7.530000e+08  
Treasury Stock                   -1.040000e+08  
Other Assets                      3.060000e+08  
Cash                              1.683000e+09  
Total Current Liabilities         2.945000e+09  
Deferred Long Term Asset Charges           NaN  
Other Stockholder Equity         -1.040000e+08  
Property Plant Equipment          1.552900e+10  
Total Current Assets              3.467000e+09  
Long Term Investments             4.020000e+08  
Net Tangible Assets               7.600000e+09  
Net Receivables                   1.255000e+09  
Long Term Debt                    7.042000e+09  
Accounts Payable                  5.640000e+08  
Short Long Term Debt              2.260000e+08  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                               -1.700000e+07  9.000000e+06   
Change To Liabilities                     -1.800000e+07  4.690000e+08   
Total Cashflows From Investing Activities -5.180000e+08 -4.740000e+08   
Total Cash From Financing Activities      -1.149000e+09 -3.370000e+08   
Change To Operating Activities            -2.200000e+07 -2.900000e+07   
Net Income                                 1.506000e+09  8.380000e+08   
Change In Cash                            -5.000000e+07  7.820000e+08   
Repurchase Of Stock                       -5.890000e+08 -3.000000e+06   
Effect Of Exchange Rate                    1.000000e+06 -5.000000e+06   
Total Cash From Operating Activities       1.616000e+09  1.598000e+09   
Depreciation                               5.850000e+08  5.790000e+08   
Dividends Paid                            -7.300000e+07 -7.400000e+07   
Change To Account Receivables             -3.100000e+07 -3.320000e+08   
Other Cashflows From Financing Activities -6.000000e+06 -5.000000e+06   
Change To Netincome                       -4.010000e+08  1.130000e+08   
Capital Expenditures                      -5.150000e+08 -4.840000e+08   
Net Borrowings                                      NaN           NaN   

                                             2021-06-30   2021-03-31  
Investments                                8.000000e+06   10000000.0  
Change To Liabilities                      7.200000e+07   16000000.0  
Total Cashflows From Investing Activities -4.520000e+08 -130000000.0  
Total Cash From Financing Activities      -9.820000e+08 -824000000.0  
Change To Operating Activities            -7.600000e+07  -95000000.0  
Net Income                                 2.560000e+08  213000000.0  
Change In Cash                            -3.390000e+08 -359000000.0  
Repurchase Of Stock                       -9.000000e+06  -33000000.0  
Effect Of Exchange Rate                    2.000000e+06    3000000.0  
Total Cash From Operating Activities       1.093000e+09  592000000.0  
Depreciation                               5.360000e+08  481000000.0  
Dividends Paid                            -7.500000e+07 -128000000.0  
Change To Account Receivables             -1.000000e+08  -63000000.0  
Other Cashflows From Financing Activities -2.000000e+06  -28000000.0  
Change To Netincome                        2.840000e+08   25000000.0  
Capital Expenditures                      -5.090000e+08 -499000000.0  
Net Borrowings                            -7.420000e+08 -560000000.0  ]
['quarterly_earnings',             Revenue    Earnings
Quarter                        
1Q2021   2461000000   213000000
2Q2021   2977000000   256000000
3Q2021   3625000000   838000000
4Q2021   4054000000  1506000000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                       1662000000.0   964000000.0   
Minority Interest                        137000000.0   137000000.0   
Net Income                              1506000000.0   838000000.0   
Selling General Administrative            95000000.0    95000000.0   
Gross Profit                            2380000000.0  2088000000.0   
Ebit                                    1727000000.0  1068000000.0   
Operating Income                        1727000000.0  1068000000.0   
Other Operating Expenses                 -24000000.0   344000000.0   
Interest Expense                         -92000000.0   -93000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       150000000.0   120000000.0   
Total Revenue                           4054000000.0  3625000000.0   
Total Operating Expenses                2327000000.0  2557000000.0   
Cost Of Revenue                         1674000000.0  1537000000.0   
Total Other Income Expense Net           -65000000.0  -104000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops          1512000000.0   844000000.0   
Net Income Applicable To Common Shares  1487000000.0   832000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        304000000.0   -32000000.0  
Minority Interest                        136000000.0   133000000.0  
Net Income                               256000000.0   213000000.0  
Selling General Administrative            94000000.0   107000000.0  
Gross Profit                            1655000000.0  1291000000.0  
Ebit                                     320000000.0   202000000.0  
Operating Income                         320000000.0   202000000.0  
Other Operating Expenses                 702000000.0   512000000.0  
Interest Expense                         -98000000.0  -105000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        43000000.0  -248000000.0  
Total Revenue                           2977000000.0  2461000000.0  
Total Operating Expenses                2657000000.0  2259000000.0  
Cost Of Revenue                         1322000000.0  1170000000.0  
Total Other Income Expense Net           -16000000.0  -234000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           261000000.0   216000000.0  
Net Income Applicable To Common Shares   253000000.0   211000000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0             Vanguard Total Stock Market Index Fund  19232335    2021-12-30   
1              Select Sector SPDR Fund-Energy Select  18515332    2022-01-30   
2                        Vanguard Mid-Cap Index Fund  15295295    2021-12-30   
3                            Vanguard 500 Index Fund  13333264    2021-12-30   
4        Undiscovered Managers Behavioral Value Fund   7254904    2021-12-30   
5                             SPDR S&P 500 ETF Trust   6678214    2022-01-30   
6                            Fidelity 500 Index Fund   6447707    2022-02-27   
7                           iShares Core S&P 500 ETF   5236340    2022-01-30   
8                    Vanguard Index-Value Index Fund   5169015    2021-12-30   
9  Victory Portfolios-Sycamore Established Value ...   5050000    2022-01-30   

    % Out      Value  
0  0.0291  847184356  
1  0.0281  936320339  
2  0.0232  673757744  
3  0.0202  587330279  
4  0.0110  319578521  
5  0.0101  337717281  
6  0.0098  383960951  
7  0.0079  264801713  
8  0.0078  227695110  
9  0.0077  255378500  ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           8.78
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       7.86
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             34.39
highestControversy                       2
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           76.03
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     17.75
governancePercentile                     0
militaryContract                     False]
symbol: UTHR
sector: Healthcare
Index: SP400
vol_30d_2yr: 8360250.78125
Sector 1YMF: 8.760009765625
1YMF: 8.760009765625
risk trend factor: 0.13940181852529768
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
UTHR  0.639732         8.84       19.156          7.246  959200000   

     ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
UTHR       0.54244  11.61131    514424992      0.92908   1563000000   

     heldPercentInstitutions       industry    marketCap operatingCashflow  \
UTHR                 0.99621  Biotechnology  10230438912         797100032   

     operatingMargins payoutRatio pegRatio priceToBook  \
UTHR          0.51422           0     6.92    2.448979   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
UTHR                     5.785466       0.38873      8.333        0.11365   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
UTHR        0.18038         0.218          39.252  Healthcare   

     sharesOutstanding shortRatio   totalCash totalCashPerShare  totalDebt  \
UTHR          45299500       4.37  2267699968             50.06  800000000   

     totalRevenue trailingPE  
UTHR   1768300032  15.645306  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 219.380005 194.589531 219.462223 244.334915 195.494921 19.533079 156.428764 234.561078
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
UTHR 1.481235 219.380005 8360250.78125 0.878858 0.826178 0.414478
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 531.9682941978095 452.0653837271293
test cv mean error, stdev (10 folds): 561.166735867955 464.135091498849
sell date: 2022-08-26
expected return: 0.08353942336232305
discounted return: 0.0011634723460982599
quarter return: 1.1129089192358042
['options', ('2022-08-19',)]
['sustainability',                                  Value
2022-5                                
palmOil                          False
controversialWeapons             False
gambling                         False
socialScore                      16.62
nuclear                          False
furLeather                       False
alcoholic                        False
gmo                              False
catholic                         False
socialPercentile                  None
peerCount                           83
governanceScore                   7.41
environmentPercentile             None
animalTesting                     True
tobacco                          False
totalEsg                         25.71
highestControversy                   1
esgPerformance                AVG_PERF
coal                             False
pesticides                       False
adult                            False
percentile                       45.83
peerGroup              Pharmaceuticals
smallArms                        False
environmentScore                  1.68
governancePercentile              None
militaryContract                 False]
symbol: VIVO
sector: error
sector: error
Index: SP600
vol_30d_2yr: 11730103.3203125
Sector 1YMF: 0.6100006103515625
1YMF: 0.6100006103515625
risk trend factor: 0.10971235052954659
Empty DataFrame
Columns: []
Index: [VIVO]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 28.5 25.427799 27.012222 28.596646 26.44746 1.162243 24.122974 28.771947
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VIVO 0.591657 28.5 11730103.320312 0.878325 0.565494 0.431737
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 13.788280356464544 13.738014778596314
test cv mean error, stdev (10 folds): 15.089252087061718 13.747310761770128
sell date: 2022-09-23
expected return: 0.14727365429632056
discounted return: 0.0014173787118039183
quarter return: 1.1391775064546943
['options', ('2022-07-15',)]
symbol: ROCC
sector: Energy
Index: SP600
vol_30d_2yr: 11962556.0546875
Sector 1YMF: 2.549999237060547
1YMF: 2.549999237060547
risk trend factor: 0.10821588524114191
          beta currentRatio debtToEquity     ebitda ebitdaMargins forwardPE  \
ROCC  2.866152        0.497       80.978  323780000       0.45632  3.112757   

     freeCashflow grossMargins grossProfits heldPercentInstitutions  \
ROCC    111158752       0.9232    508729000                 0.83062   

           industry  marketCap operatingCashflow operatingMargins payoutRatio  \
ROCC  Oil & Gas E&P  800399808         390172992          0.23271           0   

     pegRatio priceToBook priceToSalesTrailing12Months profitMargins  \
ROCC     0.13    2.546801                     1.128053       0.06175   

     quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
ROCC      0.404        0.08139        0.19205         1.903           39.08   

      sector sharesOutstanding shortRatio totalCash totalCashPerShare  \
ROCC  Energy          21163400        2.3   6358000               0.3   

      totalDebt totalRevenue trailingPE  
ROCC  525808992    709540992    16.0731  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 37.82 32.048974 43.306825 54.564677 37.893968 5.380754 27.132461 48.655476
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
ROCC 1.213679 37.82 11962556.054688 0.666102 0.594188 0.577777
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 73.681655909482 104.52540953783401
test cv mean error, stdev (10 folds): 78.01204468659131 108.68230111797764
sell date: 2022-07-01
expected return: 0.046128351250736964
discounted return: 0.003474951760013667
quarter return: 1.3759458452054782
['options', ('2022-07-15', '2022-12-16')]
symbol: COP
sector: Energy
Index: SP500
vol_30d_2yr: 189274208.203125
Sector 1YMF: 3.6199951171875
1YMF: 3.6199951171875
risk trend factor: 0.1025203790799483
         beta currentRatio debtToEquity dividendRate dividendYield  \
COP  1.350272        1.513       38.088         1.92        0.0176   

    earningsGrowth       ebitda ebitdaMargins forwardPE freeCashflow  \
COP          4.853  25497999360       0.46444  7.529317  10752749568   

    grossMargins grossProfits heldPercentInstitutions       industry  \
COP      0.52295  22936000000                 0.81349  Oil & Gas E&P   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
COP  121247997952       19983998976          0.33401      0.2348     0.48   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
COP    2.463471                     2.208525       0.23417      1.287   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
COP         0.1295        0.27835         0.828          41.447  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare    totalDebt  \
COP        1293449984       2.15  7144000000             5.523  18745999360   

    totalRevenue trailingPE  
COP  54899998720    9.71701  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 93.739998 99.652102 112.199365 124.746628 104.355397 7.447422 89.460553 119.250241
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
COP 0.95084 93.739998 189274208.203125 0.685759 0.80033 0.48084
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'mul', True]
best inner cv score, sdev (11 folds): 146.57805508986883 144.15463593296505
test cv mean error, stdev (10 folds): 160.23674169113747 144.24443854330687
sell date: 2022-06-24
expected return: -0.005859008557960844
discounted return: -0.0009788938850212592
quarter return: 0.9138376538273771
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           9.71
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       7.68
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             34.92
highestControversy                       2
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           77.49
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     17.53
governancePercentile                  None
militaryContract                     False]
symbol: OXY
sector: Energy
Index: SP500
vol_30d_2yr: 498984476.953125
Sector 1YMF: 2.1100006103515625
1YMF: 2.1100006103515625
risk trend factor: 0.0937361355002032
         beta currentRatio debtToEquity dividendRate dividendYield  \
OXY  1.955081        1.156      111.198         0.52        0.0086   

          ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
OXY  15392000000       0.53054  6.773723   9129875456      0.64697   

    grossProfits heldPercentInstitutions       industry    marketCap  \
OXY  16297000000                 0.82197  Oil & Gas E&P  52182794240   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
OXY       12762999808          0.25255      0.0242     0.24    3.445545   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
OXY                     1.798662       0.25314      0.844        0.05964   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
OXY        0.34101         0.577          30.999  Energy         937190976   

    shortRatio   totalCash totalCashPerShare    totalDebt totalRevenue  \
OXY       2.02  1908999936             2.037  27696001024  29012000768   

    trailingPE  
OXY   8.324114  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 55.68 56.839295 65.607143 74.374991 61.382222 4.693201 51.995819 70.768625
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
OXY 1.190976 55.68 498984476.953125 0.71978 0.690434 0.542013
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', None]
best inner cv score, sdev (11 folds): 67.2199336556931 59.73887056699645
test cv mean error, stdev (10 folds): 72.47517021468275 60.18150296369074
sell date: 2022-09-16
expected return: 0.26756470126000104
discounted return: 0.0026378898086187874
quarter return: 1.2742609135760552
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          12.04
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       6.88
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             43.53
highestControversy                       2
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           92.95
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     24.61
governancePercentile                  None
militaryContract                     False]
symbol: MGPI
sector: error
sector: error
Index: SP600
vol_30d_2yr: 2319158.7890625
Sector 1YMF: 1.1299972534179688
1YMF: 1.1299972534179688
risk trend factor: 0.07424422882968507
Empty DataFrame
Columns: []
Index: [MGPI]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 93.139999 89.504506 94.30381 99.103114 92.664127 3.996399 84.671329 100.656925
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MGPI 1.204144 93.139999 2319158.789062 0.847493 0.649088 0.471114
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 108.84844376995493 108.33051212540643
test cv mean error, stdev (10 folds): 117.69850195448052 109.76106514492068
sell date: 2022-09-23
expected return: 0.1823336205591928
discounted return: 0.0017281939806363944
quarter return: 1.172169866801382
symbol: MTDR
sector: Energy
Index: SP400
vol_30d_2yr: 48684538.4765625
Sector 1YMF: 0.3000030517578125
1YMF: 0.3000030517578125
risk trend factor: 0.01246895603489608
          beta currentRatio debtToEquity dividendRate dividendYield  \
MTDR  3.830762        0.997       64.833          0.2        0.0036   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
MTDR          2.392  1377725952       0.67726   5.21385     29532376   

     grossMargins grossProfits heldPercentInstitutions       industry  \
MTDR      0.85318   1462239000                 0.94358  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
MTDR  6048000000        1212914048          0.49636      0.0245     0.52   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
MTDR    2.853322                      2.97308       0.35956      0.801   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
MTDR        0.15195        0.40598         0.966          17.345  Energy   

     sharesOutstanding shortRatio totalCash totalCashPerShare   totalDebt  \
MTDR         118125000       5.18  63001000             0.533  1515442944   

     totalRevenue trailingPE  
MTDR   2034253952   8.356456  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 51.200001 48.705794 59.342064 69.978334 55.003573 5.257912 44.487749 65.519397
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MTDR 0.702256 51.200001 48684538.476562 0.730363 0.889052 0.461003
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 50.80379825693239 41.064777707204016
test cv mean error, stdev (10 folds): 55.70621239599544 39.882041781440286
sell date: 2022-06-24
expected return: 2.4217904656762308e-05
discounted return: 4.036276713748066e-06
quarter return: 1.0003714056622668
['options', ('2022-07-15', '2023-01-20')]
symbol: CIVI
sector: Energy
Index: SP600
vol_30d_2yr: 11280458.3984375
Sector 1YMF: -4.769992828369141
1YMF: -4.769992828369141
risk trend factor: -0.16120284517848887
         beta currentRatio debtToEquity dividendRate dividendYield     ebitda  \
CIVI  1.69646        0.505       11.399         1.85        0.0308  910931008   

     ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
CIVI       0.54408  4.123542    855249152      0.79951    731177000   

     heldPercentInstitutions       industry   marketCap operatingCashflow  \
CIVI                 1.04414  Oil & Gas E&P  5104847872         764176000   

     operatingMargins payoutRatio pegRatio priceToBook  \
CIVI          0.26443      0.2792     0.33    1.100427   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
CIVI                     3.049008       0.16167      0.477        0.06714   

     returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
CIVI        0.09524        10.028          31.498  Energy          84967504   

     shortRatio  totalCash totalCashPerShare  totalDebt totalRevenue  \
CIVI       6.11  154348992             1.817  528631008   1674264960   

     trailingPE  
CIVI  11.968128  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 60.080002 60.574303 74.092381 87.610459 65.567778 7.658155 50.251469 80.884087
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
CIVI 1.757641 60.080002 11280458.398438 0.651117 0.000393 0.470352
ADFuller H0 rejected @ .05, Mean Reverting TS
Month Mean Reverting buy signal
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 57.07527951568502 43.09794828343172
test cv mean error, stdev (10 folds): 61.65999107957166 42.56713606078584
sell date: 2022-09-09
expected return: 0.08288132183729856
discounted return: 0.0009598022339978307
quarter return: 1.0922714821898638
['options', ('2022-07-15', '2022-12-16')]
symbol: AZO
sector: Consumer Cyclical
Index: SP500
vol_30d_2yr: 4250866.015625
Sector 1YMF: -99.27978515625
1YMF: -99.27978515625
risk trend factor: -0.18868743102283064
         beta currentRatio earningsGrowth      ebitda ebitdaMargins forwardPE  \
AZO  0.901339        0.776          0.096  3682660096       0.23282  16.41704   

    grossMargins grossProfits heldPercentInstitutions          industry  \
AZO      0.52377   7717785000                 0.96976  Specialty Retail   

       marketCap operatingMargins payoutRatio pegRatio  \
AZO  40288190464          0.20572           0     1.97   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
AZO                     2.547087       0.15207      0.033        0.14193   

    revenueGrowth revenuePerShare             sector sharesOutstanding  \
AZO         0.059         767.647  Consumer Cyclical          19576000   

    shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  \
AZO       2.53  263044000            13.437  8716979200  15817359360   

    trailingPE  
AZO   18.16484  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 1992.550049 1816.773252 2002.902222 2189.031191 2042.225716 100.990553 1840.24461 2244.206822
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
AZO 1.078463 1992.550049 4250866.015625 0.768227 0.970995 0.404903
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -359.96002197265625
Sector Volume Factor: 1.2928194874233667
Sector Risk Trend Factor: -4.72140697901556
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', None]
best inner cv score, sdev (11 folds): 63137.31188390248 88854.74003212538
test cv mean error, stdev (10 folds): 68455.14549345404 91507.58934823258
sell date: 2022-09-16
expected return: 0.07133760961127086
discounted return: 0.0007659372934596398
quarter return: 1.072979392980291
['options', ('2022-09-16', '2022-12-16')]
['sustainability',                             Value
2022-5                           
palmOil                     False
controversialWeapons        False
gambling                    False
socialScore                  7.17
nuclear                     False
furLeather                  False
alcoholic                   False
gmo                         False
catholic                    False
socialPercentile             None
peerCount                      57
governanceScore              4.12
environmentPercentile        None
animalTesting               False
tobacco                     False
totalEsg                    11.34
highestControversy              2
esgPerformance         UNDER_PERF
coal                        False
pesticides                  False
adult                       False
percentile                   3.53
peerGroup               Retailing
smallArms                   False
environmentScore             0.05
governancePercentile         None
militaryContract            False]
symbol: MUSA
sector: Consumer Cyclical
Index: SP400
vol_30d_2yr: 5753261.328125
Sector 1YMF: -10.839996337890625
1YMF: -10.839996337890625
risk trend factor: -0.23987606577725132
          beta currentRatio debtToEquity dividendRate dividendYield  \
MUSA  0.820982        1.083      283.285         1.24         0.005   

     earningsGrowth     ebitda ebitdaMargins  forwardPE freeCashflow  \
MUSA          2.025  950200000       0.05637  19.691177    451787488   

     grossMargins grossProfits heldPercentInstitutions          industry  \
MUSA      0.07071   1064700000                 0.86324  Specialty Retail   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
MUSA  6157129216         846800000          0.04334      0.0569     3.33   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
MUSA    7.779171                     0.365287       0.02931      0.733   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
MUSA        0.11155        0.62846         0.501         658.653   

                 sector sharesOutstanding shortRatio  totalCash  \
MUSA  Consumer Cyclical          24201600        4.6  356200000   

     totalCashPerShare   totalDebt totalRevenue trailingPE  
MUSA            14.718  2242200064  16855600128  13.386478  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 219.949997 223.738215 240.378096 257.017977 230.259682 18.979918 192.299846 268.219518
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MUSA 1.334565 219.949997 5753261.328125 0.722226 0.983263 0.407464
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -359.96002197265625
Sector Volume Factor: 1.2928194874233667
Sector Risk Trend Factor: -4.72140697901556
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 715.3257830805561 661.0824765975951
test cv mean error, stdev (10 folds): 648.0064679024345 656.4161816818842
sell date: 2022-08-26
expected return: 0.06149875115961356
discounted return: 0.0008653281758577158
quarter return: 1.0828275996323262
['options', ('2022-07-15', '2022-11-18')]
symbol: UFCS
sector: error
sector: error
Index: SP600
vol_30d_2yr: 1723938.8671875
Sector 1YMF: -1.0800018310546875
1YMF: -1.0800018310546875
risk trend factor: -0.24161108190588027
Empty DataFrame
Columns: []
Index: [UFCS]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 32.57 29.682972 31.6 33.517028 30.725873 1.016477 28.69292 32.758826
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
UFCS 1.187165 32.57 1723938.867188 0.782015 0.585692 0.498098
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 13.34140757695232 9.2016866490542
test cv mean error, stdev (10 folds): 14.540631099273885 8.79345756381533
sell date: 2022-09-16
expected return: 0.08518140898826108
discounted return: 0.0009087145226485127
quarter return: 1.0871545453020353
['options', ('2022-08-19',)]
symbol: CVBF
sector: Financial Services
Index: SP600
vol_30d_2yr: 12635628.7109375
Sector 1YMF: -0.7200050354003906
1YMF: -0.7200050354003906
risk trend factor: -0.30769443950852354
          beta dividendRate dividendYield earningsGrowth ebitdaMargins  \
CVBF  0.377941         0.72        0.0305          -0.34             0   

      forwardPE grossMargins grossProfits heldPercentInstitutions  \
CVBF  16.874126            0    483535000                 0.72487   

            industry   marketCap operatingMargins payoutRatio pegRatio  \
CVBF  Banks—Regional  3270145792          0.60509      0.5143     1.53   

     priceToBook priceToSalesTrailing12Months profitMargins returnOnAssets  \
CVBF    1.584373                     6.935887       0.41187        0.01199   

     returnOnEquity revenueGrowth revenuePerShare              sector  \
CVBF        0.09482        -0.091           3.428  Financial Services   

     sharesOutstanding shortRatio   totalCash totalCashPerShare  totalDebt  \
CVBF         135522000       3.87  1659897984             11.72  598908992   

     totalRevenue trailingPE  
CVBF    471481984  15.272151  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 24.129999 23.52193 24.381429 25.240927 23.704776 0.67123 22.362315 25.047236
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
CVBF 1.598852 24.129999 12635628.710938 0.887047 0.445451 0.318304
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -72.2699966430664
Sector Volume Factor: 1.2707168073107045
Sector Risk Trend Factor: -4.617890709055871
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 3.115250571845985 2.0162683413279776
test cv mean error, stdev (10 folds): 3.3206175302063086 2.001984259093406
sell date: 2022-08-26
expected return: 0.028650177231196176
discounted return: 0.0004094669280247931
quarter return: 1.0383814958869377
['quarterly_balance_sheet',                                     2022-03-31    2021-12-31    2021-09-30  \
Intangible Assets                 2.731000e+07  2.539400e+07  2.728600e+07   
Total Liab                        1.546409e+10  1.380219e+10  1.413768e+10   
Total Stockholder Equity          2.075043e+09  2.081503e+09  2.063920e+09   
Total Assets                      1.753914e+10  1.588370e+10  1.620160e+10   
Common Stock                      2.221305e+09  1.209903e+09  1.208569e+09   
Other Liab                        1.194280e+08  9.571600e+07  8.888300e+07   
Good Will                         7.658220e+08  6.637070e+08  6.637070e+08   
Treasury Stock                   -1.462620e+08 -3.968000e+06  3.078000e+06   
Other Assets                      9.004589e+09  8.111415e+09  8.115782e+09   
Cash                              1.653039e+09  1.732548e+09  2.561363e+09   
Total Current Liabilities         1.534467e+10  1.369213e+10  1.402944e+10   
Other Stockholder Equity         -1.462620e+08 -3.968000e+06  3.078000e+06   
Property Plant Equipment          5.343500e+07  6.837000e+07  6.921500e+07   
Total Current Assets              1.659898e+09  1.822471e+09  2.671922e+09   
Long Term Investments             6.028083e+09  5.192340e+09  4.653686e+09   
Net Tangible Assets               1.281911e+09  1.392402e+09  1.372927e+09   
Short Term Investments            6.859000e+06  2.599900e+07  2.726000e+07   
Accounts Payable                  1.474576e+10  1.302678e+10  1.335197e+10   
Other Current Assets                       NaN  3.420400e+07  3.025300e+07   
Retained Earnings                          NaN  8.755680e+08  8.522730e+08   
Deferred Long Term Asset Charges           NaN  2.500100e+07           NaN   
Net Receivables                            NaN  7.602000e+06  3.687000e+07   

                                    2021-06-30  
Intangible Assets                 2.930000e+07  
Total Liab                        1.348421e+10  
Total Stockholder Equity          2.055074e+09  
Total Assets                      1.553929e+10  
Common Stock                      1.214882e+09  
Other Liab                        8.605700e+07  
Good Will                         6.637070e+08  
Treasury Stock                    1.325100e+07  
Other Assets                      8.337049e+09  
Cash                              2.331865e+09  
Total Current Liabilities         1.337953e+10  
Other Stockholder Equity          1.325100e+07  
Property Plant Equipment          7.021800e+07  
Total Current Assets              2.452381e+09  
Long Term Investments             3.986633e+09  
Net Tangible Assets               1.362067e+09  
Short Term Investments            2.625800e+07  
Accounts Payable                  1.277949e+10  
Other Current Assets              3.512400e+07  
Retained Earnings                 8.269410e+08  
Deferred Long Term Asset Charges           NaN  
Net Receivables                   4.071000e+07  ]
['quarterly_cashflow',                                            2022-03-31   2021-12-31  \
Net Income                                 45560000.0   47696000.0   
Change To Liabilities                             0.0          0.0   
Investments                                       NaN -862160000.0   
Total Cashflows From Investing Activities         NaN -894601000.0   
Net Borrowings                                    NaN  -14910000.0   
Total Cash From Financing Activities              NaN    7124000.0   
Change To Operating Activities                    NaN    2916000.0   
Issuance Of Stock                                 NaN     291000.0   
Change In Cash                                    NaN -828815000.0   
Repurchase Of Stock                               NaN     -91000.0   
Total Cash From Operating Activities              NaN   58662000.0   
Depreciation                                      NaN     717000.0   
Other Cashflows From Investing Activities         NaN    1293000.0   
Dividends Paid                                    NaN  -24392000.0   
Other Cashflows From Financing Activities         NaN   46226000.0   
Change To Netincome                               NaN    7333000.0   
Capital Expenditures                              NaN   -2399000.0   

                                            2021-09-30   2021-06-30  
Net Income                                  49753000.0   51179000.0  
Change To Liabilities                              0.0          0.0  
Investments                               -378753000.0  -38963000.0  
Total Cashflows From Investing Activities -146757000.0  175741000.0  
Net Borrowings                              81372000.0   41087000.0  
Total Cash From Financing Activities       310374000.0  607064000.0  
Change To Operating Activities              15390000.0  -29432000.0  
Issuance Of Stock                              22000.0      73000.0  
Change In Cash                             229498000.0  806566000.0  
Repurchase Of Stock                         -7712000.0     -32000.0  
Total Cash From Operating Activities        65881000.0   23761000.0  
Depreciation                                -2305000.0   -1312000.0  
Other Cashflows From Investing Activities    1293000.0  -18941000.0  
Dividends Paid                             -24467000.0  -24466000.0  
Other Cashflows From Financing Activities  261159000.0  590402000.0  
Change To Netincome                          3043000.0    3326000.0  
Capital Expenditures                           21000.0   -1637000.0  ]
['quarterly_earnings',            Revenue  Earnings
Quarter                     
2Q2021   121724000  51179000
3Q2021   117782000  49753000
4Q2021   110880000  47696000
1Q2022   121096000  45560000]
['quarterly_financials',                                          2022-03-31   2021-12-31   2021-09-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        63366000.0   66800000.0   69683000.0   
Minority Interest                              None         None         None   
Net Income                               45560000.0   47696000.0   49753000.0   
Selling General Administrative           45525000.0   40640000.0   40366000.0   
Gross Profit                            121096000.0  110880000.0  117782000.0   
Ebit                                            0.0          0.0          0.0   
Operating Income                         70494000.0   64945000.0   72506000.0   
Other Operating Expenses                  5077000.0    5295000.0    4910000.0   
Interest Expense                               None         None         None   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       17806000.0   19104000.0   19930000.0   
Total Revenue                           121096000.0  110880000.0  117782000.0   
Total Operating Expenses                 50602000.0   45935000.0   45276000.0   
Cost Of Revenue                                 0.0          0.0          0.0   
Total Other Income Expense Net           -7128000.0    1855000.0   -2823000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           45560000.0   47696000.0   49753000.0   
Net Income Applicable To Common Shares   45560000.0   47499000.0   49526000.0   

                                         2021-06-30  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                        71679000.0  
Minority Interest                              None  
Net Income                               51179000.0  
Selling General Administrative           40489000.0  
Gross Profit                            121724000.0  
Ebit                                            0.0  
Operating Income                         77346000.0  
Other Operating Expenses                  3889000.0  
Interest Expense                               None  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                       20500000.0  
Total Revenue                           121724000.0  
Total Operating Expenses                 44378000.0  
Cost Of Revenue                                 0.0  
Total Other Income Expense Net           -5667000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops           51179000.0  
Net Income Applicable To Common Shares   50942000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  8960862    2022-01-30   
1                    Neuberger & Berman Genesis Fund  3665105    2022-02-27   
2             Vanguard Total Stock Market Index Fund  3663017    2021-12-30   
3                      Vanguard Small-Cap Index Fund  3240182    2021-12-30   
4                           iShares Russell 2000 ETF  3000907    2022-01-30   
5                 iShares S&P Smallcap 600 Value ETF  2118512    2022-01-30   
6                Vanguard Small Cap Value Index Fund  2055670    2021-12-30   
7             Allspring Special Small Cap Value Fund  1855074    2022-02-27   
8                Vanguard Extended Market Index Fund  1718314    2021-12-30   
9  Advisors Inner Circle Fund II-Champlain Small ...  1500000    2021-12-30   

    % Out      Value  
0  0.0635  197407789  
1  0.0260   86423175  
2  0.0260   78425193  
3  0.0230   69372296  
4  0.0213   66109981  
5  0.0150   46670819  
6  0.0146   44011894  
7  0.0132   43742644  
8  0.0122   36789102  
9  0.0106   32115000  ]
symbol: EOG
sector: Energy
Index: SP500
vol_30d_2yr: 97142371.875
Sector 1YMF: -13.280006408691406
1YMF: -13.280006408691406
risk trend factor: -0.3089810463346336
         beta currentRatio debtToEquity dividendRate dividendYield  \
EOG  1.658348        1.354       24.707            3        0.0269   

    earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
EOG         -0.422  9639999488       0.42867  7.303466   3687624960   

    grossMargins grossProfits heldPercentInstitutions       industry  \
EOG      0.67685  13034000000                 0.89124  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
EOG  65406570496        7749000192          0.25347       0.265     0.57   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
EOG    3.036243                      2.90851       0.19464      1.153   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
EOG        0.09594        0.20694         0.667          38.672  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
EOG         585713024       1.67  4008999936             6.845  5321999872   

    totalRevenue trailingPE  
EOG  22488000512  14.899266  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 111.669998 116.00035 133.675556 151.350762 125.214127 8.653608 107.906911 142.521343
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
EOG 0.966433 111.669998 97142371.875 0.688961 0.584303 0.478009
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 263.50765728004404 194.33682292950965
test cv mean error, stdev (10 folds): 286.67242832517366 188.78777840262532
sell date: 2022-09-16
expected return: 0.22256139976037265
discounted return: 0.0022352518573900415
quarter return: 1.2280329733852624
['options', ('2022-07-15', '2023-01-20', '2024-01-19', '2026-03-20')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           8.13
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       7.73
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             36.25
highestControversy                       1
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           81.37
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     20.39
governancePercentile                  None
militaryContract                     False]
symbol: CYTK
sector: Healthcare
Index: SP600
vol_30d_2yr: 23676993.75
Sector 1YMF: -4.1999969482421875
1YMF: -4.1999969482421875
risk trend factor: -0.3733330620659722
         beta currentRatio debtToEquity      ebitda ebitdaMargins forwardPE  \
CYTK  1.22366        9.328      279.088  -220479008             0 -9.596244   

     freeCashflow grossMargins grossProfits heldPercentInstitutions  \
CYTK   -149753248     -1.68057    -89510000                 1.14096   

           industry   marketCap operatingCashflow operatingMargins  \
CYTK  Biotechnology  3501462016        -139814000         -3.43789   

     payoutRatio pegRatio priceToBook priceToSalesTrailing12Months  \
CYTK           0     -0.6   30.080944                     53.84545   

     profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth  \
CYTK             0      9.201       -0.19497       -2.79897        -0.825   

     revenuePerShare      sector sharesOutstanding shortRatio  totalCash  \
CYTK           0.809  Healthcare          85652200       9.63  608974016   

     totalCashPerShare  totalDebt totalRevenue  
CYTK              7.11  324471008     65028000  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 40.580002 37.816359 39.913492 42.010626 39.092064 2.21228 34.667503 43.516624
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
CYTK 0.618546 40.580002 23676993.75 0.779452 0.984005 0.353422
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 24.198114077612242 21.543997143388985
test cv mean error, stdev (10 folds): 25.43219886436263 22.221736587069383
sell date: 2022-09-23
expected return: 0.1641286618363941
discounted return: 0.0015679586588457362
quarter return: 1.1550449072443965
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
symbol: ULTA
sector: Consumer Cyclical
Index: SP500
vol_30d_2yr: 17968125.78125
Sector 1YMF: -40.080047607421875
1YMF: -40.080047607421875
risk trend factor: -0.40616171652986643
         beta currentRatio debtToEquity earningsGrowth      ebitda  \
ULTA  1.65196        1.464      120.281          0.789  1561005056   

     ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
ULTA       0.18086  22.113407    763609024      0.43536   3757531000   

     heldPercentInstitutions          industry    marketCap operatingCashflow  \
ULTA                 0.92322  Specialty Retail  21422397440        1059265024   

     operatingMargins payoutRatio pegRatio priceToBook  \
ULTA          0.14987           0     0.46   10.792322   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
ULTA                     2.482061       0.11422      0.427        0.16407   

     returnOnEquity revenueGrowth revenuePerShare             sector  \
ULTA        0.55777         0.241         158.417  Consumer Cyclical   

     sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
ULTA          54120200       1.74  431560000             8.247  1846755968   

     totalRevenue trailingPE  
ULTA   8630889472   25.36884  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 395.829987 334.79461 392.247617 449.700624 397.276032 20.780001 355.716031 438.836034
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
ULTA 1.308411 395.829987 17968125.78125 0.830576 0.517356 0.398236
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -359.96002197265625
Sector Volume Factor: 1.2928194874233667
Sector Risk Trend Factor: -4.72140697901556
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', None]
best inner cv score, sdev (11 folds): 2384.3378017500263 3651.6916988205103
test cv mean error, stdev (10 folds): 2511.063421259521 3806.79780264185
sell date: 2022-09-23
expected return: 0.13502035319233277
discounted return: 0.0013065288806024533
quarter return: 1.1276346429644923
['quarterly_balance_sheet',                              2022-01-29    2021-10-30    2021-07-31  \
Intangible Assets          1.538000e+06  1.770000e+06  2.001000e+06   
Capital Surplus            9.349450e+08  9.158140e+08  8.892060e+08   
Total Liab                 3.229006e+09  3.300967e+09  3.074772e+09   
Total Stockholder Equity   1.535373e+09  1.986800e+09  1.879813e+09   
Deferred Long Term Liab    2.259600e+07           NaN           NaN   
Other Current Liab         3.663650e+08  2.726280e+08  3.093070e+08   
Total Assets               4.764379e+09  5.287767e+09  4.954585e+09   
Common Stock               5.300000e+05  5.490000e+05  5.510000e+05   
Other Current Assets       5.909000e+06  3.750100e+07  1.854400e+07   
Retained Earnings          6.533760e+08  1.123749e+09  1.034831e+09   
Other Liab                 9.835800e+07  1.109300e+08  1.077000e+08   
Good Will                  1.087000e+07  1.087000e+07  1.087000e+07   
Treasury Stock            -5.347800e+07 -5.331200e+07 -4.477500e+07   
Other Assets               7.138500e+07  6.542100e+07  6.396100e+07   
Cash                       4.315600e+08  6.050530e+08  7.701440e+08   
Total Current Liabilities  1.558010e+09  1.624116e+09  1.381533e+09   
Property Plant Equipment   2.396732e+09  2.373198e+09  2.379673e+09   
Total Current Assets       2.281183e+09  2.833693e+09  2.494934e+09   
Long Term Investments      2.671000e+06  2.815000e+06  3.146000e+06   
Net Tangible Assets        1.522965e+09  1.974160e+09  1.866942e+09   
Net Receivables            2.336820e+08  1.692120e+08  1.544160e+08   
Inventory                  1.499218e+09  1.916343e+09  1.443685e+09   
Accounts Payable           5.527300e+08  7.474510e+08  5.352570e+08   

                             2021-05-01  
Intangible Assets          2.233000e+06  
Capital Surplus            8.613120e+08  
Total Liab                 3.242827e+09  
Total Stockholder Equity   1.844717e+09  
Deferred Long Term Liab             NaN  
Other Current Liab         4.278950e+08  
Total Assets               5.087544e+09  
Common Stock               5.580000e+05  
Other Current Assets                NaN  
Retained Earnings          1.027414e+09  
Other Liab                 1.067550e+08  
Good Will                  1.087000e+07  
Treasury Stock            -4.456700e+07  
Other Assets               5.938200e+07  
Cash                       9.474560e+08  
Total Current Liabilities  1.522763e+09  
Property Plant Equipment   2.448056e+09  
Total Current Assets       2.563756e+09  
Long Term Investments      3.247000e+06  
Net Tangible Assets        1.831614e+09  
Net Receivables            1.543420e+08  
Inventory                  1.353565e+09  
Accounts Payable           5.528370e+08  ]
['quarterly_cashflow',                                             2022-01-29   2021-10-30  \
Investments                                 -4297000.0   -4297000.0   
Change To Liabilities                     -118997000.0  213910000.0   
Total Cashflows From Investing Activities  -68066000.0  -51113000.0   
Total Cash From Financing Activities      -749835000.0 -127422000.0   
Change To Operating Activities             -40398000.0  -66507000.0   
Issuance Of Stock                           10089000.0    7489000.0   
Net Income                                 289366000.0  215289000.0   
Change In Cash                            -173493000.0 -165091000.0   
Repurchase Of Stock                       -759924000.0 -134911000.0   
Total Cash From Operating Activities       644408000.0   13444000.0   
Depreciation                                62800000.0   65157000.0   
Change To Inventory                        417125000.0 -472658000.0   
Change To Account Receivables              -64470000.0  -14796000.0   
Change To Netincome                         53681000.0   92002000.0   
Capital Expenditures                       -63769000.0  -51113000.0   
Effect Of Exchange Rate                            NaN          NaN   

                                            2021-07-31   2021-05-01  
Investments                                 -4297000.0   -4297000.0  
Change To Liabilities                      -21848000.0   72287000.0  
Total Cashflows From Investing Activities  -22742000.0  -34563000.0  
Total Cash From Financing Activities      -225916000.0 -394043000.0  
Change To Operating Activities             -81403000.0  -48028000.0  
Issuance Of Stock                           17776000.0    5032000.0  
Net Income                                 250893000.0  230289000.0  
Change In Cash                            -177312000.0  -98595000.0  
Repurchase Of Stock                       -243692000.0 -399075000.0  
Total Cash From Operating Activities        71346000.0  330067000.0  
Depreciation                                68978000.0   70599000.0  
Change To Inventory                        -90120000.0 -185350000.0  
Change To Account Receivables                 -74000.0   38767000.0  
Change To Netincome                         77425000.0   80072000.0  
Capital Expenditures                       -22742000.0  -34563000.0  
Effect Of Exchange Rate                            NaN     -56000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
2Q2021   1938519000  230289000
3Q2021   1967207000  250893000
4Q2021   1995775000  215289000
1Q2022   2729388000  289366000]
['quarterly_financials',                                           2022-01-29    2021-10-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        375155000.0   283826000.0   
Minority Interest                               None          None   
Net Income                               289366000.0   215289000.0   
Selling General Administrative          1038945000.0   504037000.0   
Gross Profit                            1416306000.0   789474000.0   
Ebit                                     375622000.0   283605000.0   
Operating Income                         375622000.0   283605000.0   
Other Operating Expenses                        None          None   
Interest Expense                           -467000.0     -413000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                        85789000.0    68537000.0   
Total Revenue                           2729388000.0  1995775000.0   
Total Operating Expenses                2353766000.0  1712170000.0   
Cost Of Revenue                         1313082000.0  1206301000.0   
Total Other Income Expense Net             -467000.0      221000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           289366000.0   215289000.0   
Net Income Applicable To Common Shares   289366000.0   215289000.0   

                                          2021-07-31    2021-05-01  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        331882000.0   304966000.0  
Minority Interest                               None          None  
Net Income                               250893000.0   230289000.0  
Selling General Administrative           465347000.0   446214000.0  
Gross Profit                             797963000.0   753788000.0  
Ebit                                     331259000.0   302985000.0  
Operating Income                         331259000.0   302985000.0  
Other Operating Expenses                        None          None  
Interest Expense                           -425000.0     -358000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        80989000.0    74677000.0  
Total Revenue                           1967207000.0  1938519000.0  
Total Operating Expenses                1635948000.0  1635534000.0  
Cost Of Revenue                         1169244000.0  1184731000.0  
Total Other Income Expense Net              623000.0     1981000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           250893000.0   230289000.0  
Net Income Applicable To Common Shares   250893000.0   230289000.0  ]
['mutualfund_holders',                                        Holder   Shares Date Reported   % Out  \
0      Vanguard Total Stock Market Index Fund  1544846    2021-12-30  0.0296   
1                 Vanguard Mid-Cap Index Fund  1229135    2021-12-30  0.0235   
2                     Vanguard 500 Index Fund  1151274    2021-12-30  0.0220   
3                      SPDR S&P 500 ETF Trust   580910    2022-01-30  0.0111   
4  Legg Mason Clearbridge Large Cap Growth Fd   569422    2022-02-27  0.0109   
5                     Fidelity 500 Index Fund   556669    2022-02-27  0.0107   
6     Eaton Vance Atlanta Capital SMID-Cap Fd   537510    2021-12-30  0.0103   
7                     MFS Mid Cap Growth Fund   463397    2022-02-27  0.0089   
8                    iShares Core S&P 500 ETF   447715    2022-01-30  0.0086   
9                  Vanguard Growth Index Fund   431505    2021-12-30  0.0083   

       Value  
0  637001799  
1  506821525  
2  474716321  
3  211300203  
4  213248539  
5  208472540  
6  221636873  
7  173542176  
8  162851854  
9  177926771  ]
['options', ('2023-01-20', '2024-01-19')]
['sustainability',                            Value
2022-5                          
palmOil                    False
controversialWeapons       False
gambling                   False
socialScore                 7.23
nuclear                    False
furLeather                 False
alcoholic                  False
gmo                        False
catholic                   False
socialPercentile               0
peerCount                     57
governanceScore             5.01
environmentPercentile          0
animalTesting              False
tobacco                    False
totalEsg                   16.07
highestControversy             2
esgPerformance          LAG_PERF
coal                       False
pesticides                 False
adult                      False
percentile                 12.44
peerGroup              Retailing
smallArms                  False
environmentScore            3.83
governancePercentile           0
militaryContract           False]
symbol: EQT
sector: Energy
Index: SP400
vol_30d_2yr: 138427084.1796875
Sector 1YMF: -6.420003890991211
1YMF: -6.420003890991211
risk trend factor: -0.4065866699651676
         beta currentRatio debtToEquity dividendRate dividendYield  \
EQT  0.947822        0.398       61.543          0.5         0.013   

          ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
EQT  -1089323008      -0.13465  5.732057   2408109568        0.734   

    grossProfits heldPercentInstitutions       industry    marketCap  \
EQT   4672261000                 0.96148  Oil & Gas E&P  13281123328   

    operatingCashflow operatingMargins pegRatio priceToBook  \
EQT        2283751936          -0.3565     0.23    1.619867   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
EQT                     1.641695      -0.32564      0.162       -0.09046   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
EQT        -0.3018         1.206          23.313  Energy         369536000   

    shortRatio totalCash totalCashPerShare   totalDebt totalRevenue  
EQT       2.55  16913000             0.046  5050277888   8089885184  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 35.939999 37.757538 45.406984 53.05643 40.584762 5.367299 29.850164 51.31936
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
EQT 1.286201 35.939999 138427084.179688 0.637252 0.584446 0.494719
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 30.031748475549897 49.88330860000595
test cv mean error, stdev (10 folds): 32.88875319441041 51.45281031290238
sell date: 2022-09-23
expected return: 0.33571990522681505
discounted return: 0.002988688191711386
quarter return: 1.3159373779794563
['options', ('2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          10.21
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       7.64
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             37.38
highestControversy                       1
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           83.58
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     19.53
governancePercentile                  None
militaryContract                     False]
symbol: PTEN
sector: Energy
Index: SP600
vol_30d_2yr: 69871969.140625
Sector 1YMF: -2.760000228881836
1YMF: -2.760000228881836
risk trend factor: -0.41071430345376264
          beta currentRatio debtToEquity dividendRate dividendYield  \
PTEN  2.397321        1.345       55.638         0.16        0.0084   

         ebitda ebitdaMargins  forwardPE freeCashflow grossMargins  \
PTEN  246764992       0.15181  26.236109     25499124      0.21108   

     grossProfits heldPercentInstitutions            industry   marketCap  \
PTEN    275133000                 0.97507  Oil & Gas Drilling  4085963776   

     operatingCashflow operatingMargins pegRatio priceToBook  \
PTEN         120548000         -0.18632     3.89    2.579192   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PTEN                     2.513624       -0.3549      1.075       -0.06246   

     returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PTEN       -0.33217         1.114            8.05  Energy         216303008   

     shortRatio totalCash totalCashPerShare  totalDebt totalRevenue  
PTEN       2.76  48264000             0.223  877241984   1625527040  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 15.24 15.042063 17.914127 20.786191 16.707143 1.496207 13.714728 19.699558
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
PTEN 1.071603 15.24 69871969.140625 0.70854 0.193969 0.465514
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 5.190537105976883 4.645520582620731
test cv mean error, stdev (10 folds): 5.602469605227471 4.676791144425836
sell date: 2022-09-23
expected return: 0.3739947243693804
discounted return: 0.0032808584606571767
quarter return: 1.351675471914011
['options', ('2022-08-19', '2023-01-20')]
symbol: LPI
sector: Energy
Index: SP600
vol_30d_2yr: 14333690.68359375
Sector 1YMF: -29.169998168945312
1YMF: -29.169998168945312
risk trend factor: -0.4368728166685758
        beta currentRatio debtToEquity     ebitda ebitdaMargins forwardPE  \
LPI  3.87549        0.448      280.154  404096000       0.28987  3.592152   

    freeCashflow grossMargins grossProfits heldPercentInstitutions  \
LPI   -657876864      0.65925    919042000                 0.65067   

          industry   marketCap operatingCashflow operatingMargins payoutRatio  \
LPI  Oil & Gas E&P  1390741760         496671008          0.13235           0   

    pegRatio priceToBook priceToSalesTrailing12Months profitMargins  \
LPI    -0.22    5.735708                     0.997609       0.10402   

    quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
LPI      0.396        0.05774        0.58906           1.5          97.899   

     sector sharesOutstanding shortRatio totalCash totalCashPerShare  \
LPI  Energy          17070600       1.76  56798000              3.35   

      totalDebt totalRevenue  
LPI  1439378048   1394075008  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 81.470001 55.385982 91.38381 127.381638 80.369841 15.040964 50.287912 110.45177
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
LPI 1.480449 81.470001 14333690.683594 0.651878 0.115073 0.409738
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'mul', True]
best inner cv score, sdev (11 folds): 231.248257243034 166.92299271305848
test cv mean error, stdev (10 folds): 246.78009461880447 167.32004507129605
sell date: 2022-06-24
expected return: -0.0029769430921259606
discounted return: -0.0004967737338769096
quarter return: 0.9553146280075225
['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   2.788628e+09  2.715196e+09  2.473709e+09   
Total Liab                        2.038044e+09  2.034910e+09  1.941088e+09   
Total Stockholder Equity          5.137800e+08  2.240620e+08 -1.542820e+08   
Deferred Long Term Liab           8.100000e+06  3.630000e+07  3.200000e+06   
Other Current Liab                3.529620e+08  4.316830e+08  4.279700e+08   
Total Assets                      2.551824e+09  2.258972e+09  1.786806e+09   
Common Stock                      1.710000e+05  1.610000e+05  1.360000e+05   
Other Current Assets              4.346000e+06  2.049400e+07  1.866500e+07   
Retained Earnings                -2.275019e+09 -2.491295e+09 -2.628127e+09   
Other Liab                        7.954700e+07  1.041390e+08  1.387280e+08   
Other Assets                      5.430400e+07  8.209600e+07  9.670500e+07   
Cash                              5.679800e+07  5.139600e+07  1.935430e+08   
Total Current Liabilities         5.269130e+08  5.748110e+08  4.896750e+08   
Short Long Term Debt              5.200000e+04  1.310000e+05  1.790000e+05   
Property Plant Equipment          2.261663e+09  1.982329e+09  1.387284e+09   
Total Current Assets              2.358570e+08  1.945470e+08  3.028170e+08   
Net Tangible Assets               5.137800e+08  2.240620e+08 -1.542820e+08   
Net Receivables                   1.518070e+08  1.226570e+08  9.060900e+07   
Long Term Debt                    1.425858e+09  1.349896e+09  1.306112e+09   
Inventory                         1.016000e+07           NaN           NaN   
Accounts Payable                  6.668600e+07  5.724100e+07  4.638300e+07   
Deferred Long Term Asset Charges           NaN  2.200000e+06  3.600000e+06   

                                    2021-03-31  
Capital Surplus                   2.426769e+09  
Total Liab                        1.543471e+09  
Total Stockholder Equity         -6.856800e+07  
Deferred Long Term Liab           2.100000e+06  
Other Current Liab                1.927360e+08  
Total Assets                      1.474903e+09  
Common Stock                      1.290000e+05  
Other Current Assets              2.612300e+07  
Retained Earnings                -2.495466e+09  
Other Liab                        9.939500e+07  
Other Assets                      1.848700e+07  
Cash                              4.426200e+07  
Total Current Liabilities         2.922430e+08  
Short Long Term Debt                       NaN  
Property Plant Equipment          1.318327e+09  
Total Current Assets              1.380890e+08  
Net Tangible Assets              -6.856800e+07  
Net Receivables                   6.770400e+07  
Long Term Debt                    1.145374e+09  
Inventory                                  NaN  
Accounts Payable                  4.466500e+07  
Deferred Long Term Asset Charges  2.200000e+06  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Change To Liabilities                       10045000.0   11558000.0   
Total Cashflows From Investing Activities -279061000.0 -349183000.0   
Net Borrowings                              75000000.0   50000000.0   
Total Cash From Financing Activities        74904000.0   36180000.0   
Change To Operating Activities              62018000.0     633000.0   
Net Income                                 216276000.0  136832000.0   
Change In Cash                               5402000.0 -213588000.0   
Repurchase Of Stock                          -180000.0    -848000.0   
Total Cash From Operating Activities       209559000.0   99415000.0   
Depreciation                                79320000.0   67727000.0   
Change To Account Receivables              -29150000.0  -32048000.0   
Other Cashflows From Financing Activities      84000.0  -13145000.0   
Change To Netincome                       -130488000.0  -86796000.0   
Capital Expenditures                      -279061000.0 -742618000.0   
Issuance Of Stock                                  NaN     173000.0   

                                            2021-06-30   2021-03-31  
Change To Liabilities                         719000.0    9065000.0  
Total Cashflows From Investing Activities  -99547000.0  -69020000.0  
Net Borrowings                             160000000.0  -35000000.0  
Total Cash From Financing Activities       203723000.0   -6626000.0  
Change To Operating Activities              65178000.0  -25871000.0  
Net Income                                -132661000.0  -75439000.0  
Change In Cash                             220722000.0   -4495000.0  
Repurchase Of Stock                          -451000.0   -1290000.0  
Total Cash From Operating Activities       116546000.0   71151000.0  
Depreciation                                43901000.0   42249000.0  
Change To Account Receivables              -22905000.0   -3728000.0  
Other Cashflows From Financing Activities   -1452000.0    2798000.0  
Change To Netincome                        161204000.0  123886000.0  
Capital Expenditures                       -99665000.0  -69209000.0  
Issuance Of Stock                           45626000.0   26866000.0  ]
['quarterly_earnings',            Revenue   Earnings
Quarter                      
1Q2021   250230000  -75439000
2Q2021   294371000 -132661000
3Q2021   379250000  136832000
4Q2021   470224000  216276000]
['quarterly_financials',                                          2021-12-31   2021-09-30   2021-06-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                       219328000.0  139509000.0 -133983000.0   
Minority Interest                              None         None         None   
Net Income                              216276000.0  136832000.0 -132661000.0   
Selling General Administrative           13619000.0   15008000.0   21101000.0   
Gross Profit                            331794000.0  249997000.0  182123000.0   
Ebit                                    258808000.0   74290000.0  -97024000.0   
Operating Income                        258808000.0   74290000.0  -97024000.0   
Other Operating Expenses                -15225000.0   98021000.0  218070000.0   
Interest Expense                        -31150000.0  -30423000.0  -25900000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                        3052000.0    2677000.0   -1322000.0   
Total Revenue                           470224000.0  379250000.0  294371000.0   
Total Operating Expenses                211416000.0  304960000.0  391395000.0   
Cost Of Revenue                         138430000.0  129253000.0  112248000.0   
Total Other Income Expense Net          -39480000.0   65219000.0  -36959000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops          216276000.0  136832000.0 -132661000.0   
Net Income Applicable To Common Shares  216276000.0  136832000.0 -132661000.0   

                                         2021-03-31  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                       -76201000.0  
Minority Interest                              None  
Net Income                              -75439000.0  
Selling General Administrative           13073000.0  
Gross Profit                            155128000.0  
Ebit                                    -51566000.0  
Operating Income                        -51566000.0  
Other Operating Expenses                155512000.0  
Interest Expense                        -25942000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                        -762000.0  
Total Revenue                           250230000.0  
Total Operating Expenses                301796000.0  
Cost Of Revenue                          95102000.0  
Total Other Income Expense Net          -24635000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops          -75439000.0  
Net Income Applicable To Common Shares  -75439000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0  SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp...  1283155    2022-01-30   
1                      iShares Core S&P Smallcap ETF  1007152    2022-01-30   
2             Vanguard Total Stock Market Index Fund   437939    2021-12-30   
3                           iShares Russell 2000 ETF   291546    2022-01-30   
4                Vanguard Extended Market Index Fund   182706    2021-12-30   
5  Direxion Shares ETF Tr- Daily S&P Oil & Gas Ex...   147088    2022-01-30   
6     Fidelity Strategic Advisors Small-Mid Cap Fund   139883    2022-02-27   
7           Vanguard Tax Managed Fund-Small Cap Fund   120804    2021-12-30   
8                          DFA U.S. Small Cap Series   118021    2022-01-30   
9  First Tr Exchange Traded Fd-First Tr Natural G...   117256    2022-02-27   

    % Out     Value  
0  0.0742  86176689  
1  0.0582  67640328  
2  0.0253  26333272  
3  0.0168  19580229  
4  0.0106  10986111  
5  0.0085   9878430  
6  0.0081  10709442  
7  0.0070   7263944  
8  0.0068   7926290  
9  0.0068   8977119  ]
['options', ('2022-07-15', '2022-12-16', '2023-01-20')]
symbol: NTCT
sector: Technology
Index: SP600
vol_30d_2yr: 9623952.1484375
Sector 1YMF: -3.339996337890625
1YMF: -3.339996337890625
risk trend factor: -0.45135087973882726
          beta currentRatio debtToEquity     ebitda ebitdaMargins forwardPE  \
NTCT  0.644642        1.936       20.158  145480992       0.17004  15.90411   

     freeCashflow grossMargins grossProfits heldPercentInstitutions  \
NTCT    260617744      0.74966    641389000                 0.96181   

                     industry   marketCap operatingCashflow operatingMargins  \
NTCT  Software—Infrastructure  2581519360         296012992          0.05813   

     payoutRatio pegRatio priceToBook priceToSalesTrailing12Months  \
NTCT           0     9.69    1.252652                     3.017292   

     profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth  \
NTCT       0.04193      1.788         0.0099        0.01764        -0.104   

     revenuePerShare      sector sharesOutstanding shortRatio  totalCash  \
NTCT          11.559  Technology          74117696       5.93  703198016   

     totalCashPerShare  totalDebt totalRevenue trailingPE  
NTCT             9.488  415337984    855574976   72.56251  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 32.93 32.684032 35.016032 37.348031 33.294127 1.677396 29.939335 36.648919
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
NTCT 1.227115 32.93 9623952.148438 0.734933 0.034064 0.345791
ADFuller H0 rejected @ .05, Mean Reverting TS
Month Mean Reverting buy signal
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -363.4599914550781
Sector Volume Factor: 1.1528457613891094
Sector Risk Trend Factor: -4.954471974241429
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', None]
best inner cv score, sdev (11 folds): 10.19920331942748 5.86648363530566
test cv mean error, stdev (10 folds): 10.486504110255629 6.078588173761055
sell date: 2022-09-23
expected return: 0.14994166035568707
discounted return: 0.0014413595240705401
quarter return: 1.141689978715372
['options', ('2022-12-16',)]
symbol: BMY
sector: Healthcare
Index: SP500
vol_30d_2yr: 251915320.8984375
Sector 1YMF: -3.2500076293945312
1YMF: -3.2500076293945312
risk trend factor: -0.4710154943017281
         beta currentRatio debtToEquity dividendRate dividendYield  \
BMY  0.479582         1.32      145.347         2.16        0.0293   

    earningsGrowth       ebitda ebitdaMargins forwardPE freeCashflow  \
BMY         -0.337  21088999424       0.44908  9.141264  14867624960   

    grossMargins grossProfits heldPercentInstitutions  \
BMY      0.80128  37048000000                 0.79264   

                       industry     marketCap operatingCashflow  \
BMY  Drug Manufacturers—General  157060743168       16195000320   

    operatingMargins payoutRatio pegRatio priceToBook  \
BMY          0.22193      0.7305     2.12     4.97337   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
BMY                     3.344564       0.13311      1.152        0.06046   

    returnOnEquity revenueGrowth revenuePerShare      sector  \
BMY        0.18085         0.052           21.36  Healthcare   

    sharesOutstanding shortRatio    totalCash totalCashPerShare    totalDebt  \
BMY        2129059968       2.09  15196000256             7.137  45994999808   

    totalRevenue trailingPE  
BMY  46960001024  26.131773  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 73.769997 72.385736 75.350794 78.315851 75.403174 1.748022 71.90713 78.899219
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
BMY 1.240092 73.769997 251915320.898438 0.809374 0.645642 0.477511
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', None]
best inner cv score, sdev (11 folds): 86.50903586996206 125.59465263993609
test cv mean error, stdev (10 folds): 81.65701896902372 130.73816916040838
sell date: 2022-07-01
expected return: 0.03473648557860149
discounted return: 0.002630128966783607
quarter return: 1.2733538077339723
['options', ('2023-01-20', '2024-01-19')]
['sustainability',                                  Value
2022-5                                
palmOil                          False
controversialWeapons             False
gambling                         False
socialScore                      14.93
nuclear                          False
furLeather                       False
alcoholic                        False
gmo                              False
catholic                          True
socialPercentile                  None
peerCount                           83
governanceScore                   7.56
environmentPercentile             None
animalTesting                     True
tobacco                          False
totalEsg                         22.83
highestControversy                   2
esgPerformance                AVG_PERF
coal                             False
pesticides                       False
adult                            False
percentile                       34.61
peerGroup              Pharmaceuticals
smallArms                        False
environmentScore                  0.34
governancePercentile              None
militaryContract                 False]
symbol: PSX
sector: Energy
Index: SP500
vol_30d_2yr: 72319717.1875
Sector 1YMF: -15.809989929199219
1YMF: -15.809989929199219
risk trend factor: -0.4763479592118208
    currentRatio debtToEquity dividendRate dividendYield      ebitda  \
PSX        1.128        65.25         3.88         0.041  3537999872   

    ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
PSX       0.02802  13.13643   2430874880      0.08505   9374000000   

    heldPercentInstitutions                        industry    marketCap  \
PSX                 0.68375  Oil & Gas Refining & Marketing  39661662208   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
PSX        6881999872          0.01601       0.633     1.22    2.186021   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PSX                       0.3141       0.02022      0.783        0.02175   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PSX        0.13575         0.697         285.373  Energy         438201984   

    shortRatio   totalCash totalCashPerShare    totalDebt  totalRevenue  
PSX        2.5  3335000064             6.932  14433999872  126270996480  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 90.510002 91.355788 101.374286 111.392784 91.798413 8.517034 74.764345 108.832481
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
PSX 1.286747 90.510002 72319717.1875 0.694604 0.093536 0.512375
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 284.4482562736264 352.84569795287524
test cv mean error, stdev (10 folds): 310.5239011990068 359.82049014659225
sell date: 2022-08-26
expected return: 0.0965010881959715
discounted return: 0.0013360262005039925
quarter return: 1.1306948724119517
['quarterly_balance_sheet',                              2022-03-31    2021-12-31    2021-09-30  \
Intangible Assets          8.190000e+08  8.130000e+08  8.220000e+08   
Capital Surplus            1.966700e+10  2.050400e+10  2.048800e+10   
Total Liab                 3.851700e+10  3.395700e+10  3.581000e+10   
Total Stockholder Equity   2.181500e+10  1.916600e+10  1.813900e+10   
Minority Interest          3.060000e+08  2.471000e+09  2.458000e+09   
Other Current Liab         1.467000e+09  1.406000e+09  1.346000e+09   
Total Assets               6.063800e+10  5.559400e+10  5.640700e+10   
Common Stock               7.000000e+06  7.000000e+06  6.000000e+06   
Other Current Assets       2.020000e+08  9.900000e+07  3.200000e+07   
Retained Earnings          1.639100e+10  1.621600e+10  1.535000e+10   
Other Liab                 7.031000e+09  7.472000e+09  7.239000e+09   
Good Will                  1.484000e+09  1.484000e+09  1.425000e+09   
Treasury Stock            -1.425000e+10 -1.756100e+10 -1.770500e+10   
Other Assets               1.833000e+09  1.603000e+09  1.857000e+09   
Cash                       3.335000e+09  3.147000e+09  2.897000e+09   
Total Current Liabilities  1.760300e+10  1.280100e+10  1.392100e+10   
Short Long Term Debt       1.474000e+09  1.456000e+09  1.489000e+09   
Other Stockholder Equity  -5.140000e+08 -4.450000e+08 -5.890000e+08   
Property Plant Equipment   2.233300e+10  2.348500e+10  2.237700e+10   
Total Current Assets       1.985400e+10  1.469700e+10  1.601900e+10   
Long Term Investments      1.431500e+10  1.351200e+10  1.390700e+10   
Net Tangible Assets        1.951200e+10  1.686900e+10  1.589200e+10   
Net Receivables            1.045500e+10  7.470000e+09  8.006000e+09   
Long Term Debt             1.296000e+10  1.270200e+10  1.342100e+10   
Inventory                  4.530000e+09  3.394000e+09  4.400000e+09   
Accounts Payable           1.318400e+10  8.461000e+09  9.215000e+09   

                             2021-06-30  
Intangible Assets          8.250000e+08  
Capital Surplus            2.046300e+10  
Total Liab                 3.637500e+10  
Total Stockholder Equity   1.814900e+10  
Minority Interest          2.453000e+09  
Other Current Liab         1.393000e+09  
Total Assets               5.697700e+10  
Common Stock               6.000000e+06  
Other Current Assets       1.800000e+07  
Retained Earnings          1.534500e+10  
Other Liab                 7.722000e+09  
Good Will                  1.425000e+09  
Treasury Stock            -1.766500e+10  
Other Assets               1.894000e+09  
Cash                       2.207000e+09  
Total Current Liabilities  1.455100e+10  
Short Long Term Debt       2.489000e+09  
Other Stockholder Equity  -5.490000e+08  
Property Plant Equipment   2.368800e+10  
Total Current Assets       1.578000e+10  
Long Term Investments      1.336500e+10  
Net Tangible Assets        1.589900e+10  
Net Receivables            8.062000e+09  
Long Term Debt             1.292400e+10  
Inventory                  4.752000e+09  
Accounts Payable           8.945000e+09  ]
['quarterly_cashflow',                                              2022-03-31    2021-12-31  \
Investments                                1.500000e+07  3.100000e+07   
Change To Liabilities                      4.809000e+09 -7.980000e+08   
Total Cashflows From Investing Activities -4.280000e+08 -5.570000e+08   
Net Borrowings                            -2.400000e+07 -4.760000e+08   
Total Cash From Financing Activities      -5.120000e+08 -9.780000e+08   
Change To Operating Activities            -8.490000e+08  3.000000e+07   
Issuance Of Stock                          2.300000e+07  2.000000e+06   
Net Income                                 5.820000e+08  1.273000e+09   
Change In Cash                             1.880000e+08  2.500000e+08   
Effect Of Exchange Rate                   -8.000000e+06 -1.500000e+07   
Total Cash From Operating Activities       1.136000e+09  1.800000e+09   
Depreciation                               3.380000e+08  4.540000e+08   
Other Cashflows From Investing Activities -7.400000e+07  8.000000e+06   
Dividends Paid                            -4.040000e+08 -4.030000e+08   
Change To Inventory                       -1.152000e+09  1.006000e+09   
Change To Account Receivables             -3.042000e+09  5.430000e+08   
Other Cashflows From Financing Activities -1.070000e+08 -1.010000e+08   
Change To Netincome                        3.310000e+08 -3.390000e+08   
Capital Expenditures                      -3.700000e+08 -5.970000e+08   

                                             2021-09-30    2021-06-30  
Investments                                7.800000e+07  1.000000e+08  
Change To Liabilities                      2.410000e+08  7.030000e+08  
Total Cashflows From Investing Activities -4.960000e+08 -3.520000e+08  
Net Borrowings                            -5.210000e+08 -3.900000e+07  
Total Cash From Financing Activities      -1.005000e+09 -5.420000e+08  
Change To Operating Activities             4.400000e+07 -1.300000e+08  
Issuance Of Stock                          2.000000e+06  4.000000e+06  
Net Income                                 4.020000e+08  2.960000e+08  
Change In Cash                             6.900000e+08  8.560000e+08  
Effect Of Exchange Rate                   -1.200000e+07  7.000000e+06  
Total Cash From Operating Activities       2.203000e+09  1.743000e+09  
Depreciation                               3.610000e+08  3.640000e+08  
Other Cashflows From Investing Activities -2.400000e+07 -9.600000e+07  
Dividends Paid                            -3.940000e+08 -3.940000e+08  
Change To Inventory                        3.260000e+08 -4.440000e+08  
Change To Account Receivables              5.300000e+07  2.220000e+08  
Other Cashflows From Financing Activities -9.000000e+07 -1.130000e+08  
Change To Netincome                        6.640000e+08  2.500000e+08  
Capital Expenditures                      -5.520000e+08 -3.800000e+08  ]
['quarterly_earnings',              Revenue    Earnings
Quarter                         
2Q2021   27035000000   296000000
3Q2021   30246000000   402000000
4Q2021   32554000000  1273000000
1Q2022   36011000000   582000000]
['quarterly_financials',                                            2022-03-31     2021-12-31  \
Research Development                             None           None   
Effect Of Accounting Charges                     None           None   
Income Before Tax                         828000000.0   1627000000.0   
Minority Interest                         306000000.0   2471000000.0   
Net Income                                582000000.0   1273000000.0   
Selling General Administrative           1773000000.0   1905000000.0   
Gross Profit                             2516000000.0   3264000000.0   
Ebit                                      275000000.0    921000000.0   
Operating Income                          275000000.0    921000000.0   
Other Operating Expenses                  130000000.0     69000000.0   
Interest Expense                         -135000000.0   -141000000.0   
Extraordinary Items                              None           None   
Non Recurring                                    None           None   
Other Items                                      None           None   
Income Tax Expense                        171000000.0    256000000.0   
Total Revenue                           36011000000.0  32554000000.0   
Total Operating Expenses                35736000000.0  31633000000.0   
Cost Of Revenue                         33495000000.0  29290000000.0   
Total Other Income Expense Net            553000000.0    706000000.0   
Discontinued Operations                          None           None   
Net Income From Continuing Ops            657000000.0   1371000000.0   
Net Income Applicable To Common Shares    580000000.0   1271000000.0   

                                           2021-09-30     2021-06-30  
Research Development                             None           None  
Effect Of Accounting Charges                     None           None  
Income Before Tax                         448000000.0    436000000.0  
Minority Interest                        2458000000.0   2453000000.0  
Net Income                                402000000.0    296000000.0  
Selling General Administrative           1590000000.0   1608000000.0  
Gross Profit                             2717000000.0   1817000000.0  
Ebit                                      686000000.0   -262000000.0  
Operating Income                          686000000.0   -262000000.0  
Other Operating Expenses                   80000000.0    107000000.0  
Interest Expense                         -151000000.0   -143000000.0  
Extraordinary Items                              None           None  
Non Recurring                                    None           None  
Other Items                                      None           None  
Income Tax Expense                        -40000000.0     62000000.0  
Total Revenue                           30246000000.0  27035000000.0  
Total Operating Expenses                29560000000.0  27297000000.0  
Cost Of Revenue                         27529000000.0  25218000000.0  
Total Other Income Expense Net           -238000000.0    698000000.0  
Discontinued Operations                          None           None  
Net Income From Continuing Ops            488000000.0    374000000.0  
Net Income Applicable To Common Shares    400000000.0    291000000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0              Select Sector SPDR Fund-Energy Select  12885545    2022-01-30   
1             Vanguard Total Stock Market Index Fund  12454940    2021-12-30   
2                            Vanguard 500 Index Fund   9279357    2021-12-30   
3                        Vanguard Mid-Cap Index Fund   4953997    2021-12-30   
4                             SPDR S&P 500 ETF Trust   4644780    2022-01-30   
5                            Fidelity 500 Index Fund   4487208    2022-02-27   
6                           iShares Core S&P 500 ETF   3644889    2022-01-30   
7                    Vanguard Index-Value Index Fund   3348114    2021-12-30   
8  Vanguard Institutional Index Fund-Institutiona...   3301601    2021-12-30   
9                         Vanguard Energy Index Fund   2553262    2022-02-27   

    % Out       Value  
0  0.0268  1092565360  
1  0.0259   902484952  
2  0.0193   672382208  
3  0.0103   358966622  
4  0.0097   393830896  
5  0.0093   378002401  
6  0.0076   309050138  
7  0.0070   242604340  
8  0.0069   239234008  
9  0.0053   215086790  ]
['sustainability',                                       Value
2022-5                                     
palmOil                               False
controversialWeapons                  False
gambling                              False
socialScore                               7
nuclear                               False
furLeather                            False
alcoholic                             False
gmo                                   False
catholic                              False
socialPercentile                          0
peerCount                                39
governanceScore                        5.96
environmentPercentile                     0
animalTesting                         False
tobacco                               False
totalEsg                              29.35
highestControversy                        3
esgPerformance                         None
coal                                  False
pesticides                            False
adult                                 False
percentile                            59.45
peerGroup              Refiners & Pipelines
smallArms                             False
environmentScore                      16.39
governancePercentile                      0
militaryContract                      False]
symbol: NOC
sector: Industrials
Index: SP500
vol_30d_2yr: 18840431.25
Sector 1YMF: -28.880035400390625
1YMF: -28.880035400390625
risk trend factor: -0.4783048635578619
         beta currentRatio debtToEquity dividendRate dividendYield  \
NOC  0.740686        1.306      109.076         6.28        0.0139   

    earningsGrowth      ebitda ebitdaMargins  forwardPE freeCashflow  \
NOC         -0.546  8807000064       0.24944  17.700558   4150625024   

    grossMargins grossProfits heldPercentInstitutions             industry  \
NOC      0.20962   7268000000                 0.84402  Aerospace & Defense   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
NOC  69847056384        3144999936          0.21409      0.1734     2.97   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
NOC    6.173153                     1.978278       0.16328      1.131   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare       sector  \
NOC        0.11339        0.48421        -0.039         222.722  Industrials   

    sharesOutstanding shortRatio   totalCash totalCashPerShare    totalDebt  \
NOC         157338000       1.81  2174000128            13.973  14492999680   

    totalRevenue trailingPE  
NOC  35306999808  15.658906  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 443.929993 440.378773 462.968095 485.557416 457.224603 10.945286 435.33403 479.115175
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
NOC 0.996341 443.929993 18840431.25 0.769029 0.762454 0.423677
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -141.5800018310547
Sector Volume Factor: 0.8696853533786545
Sector Risk Trend Factor: -4.514668337867341
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 1037.1044364754455 887.0591236372442
test cv mean error, stdev (10 folds): 1104.5418414308785 903.070007392854
sell date: 2022-06-24
expected return: 0.004203311359570917
discounted return: 0.0006993281031300036
quarter return: 1.0664290164326926
['quarterly_balance_sheet',                                     2022-03-31    2021-12-31    2021-09-30  \
Intangible Assets                 5.330000e+08  5.780000e+08  6.290000e+08   
Total Liab                        2.861600e+10  2.965300e+10  3.092900e+10   
Total Stockholder Equity          1.328700e+10  1.292600e+10  1.141700e+10   
Other Current Liab                5.261000e+09  4.842000e+09  4.583000e+09   
Total Assets                      4.190300e+10  4.257900e+10  4.234600e+10   
Common Stock                      1.560000e+08  1.560000e+08  1.590000e+08   
Retained Earnings                 1.327700e+10  1.291300e+10  1.139800e+10   
Other Liab                        5.280000e+09  5.756000e+09  7.969000e+09   
Good Will                         1.752300e+10  1.751500e+10  1.751600e+10   
Treasury Stock                   -1.460000e+08 -1.430000e+08 -1.400000e+08   
Other Assets                      2.572000e+09  2.093000e+09  2.038000e+09   
Cash                              2.174000e+09  3.530000e+09  4.055000e+09   
Total Current Liabilities         8.850000e+09  9.530000e+09  8.819000e+09   
Deferred Long Term Asset Charges  2.200000e+08  2.000000e+08  4.180000e+08   
Short Long Term Debt              7.000000e+06  6.000000e+06  6.000000e+06   
Other Stockholder Equity         -1.460000e+08 -1.430000e+08 -1.400000e+08   
Property Plant Equipment          9.719000e+09  9.549000e+09  8.829000e+09   
Total Current Assets              1.155600e+10  1.242600e+10  1.292800e+10   
Net Tangible Assets              -4.769000e+09 -5.167000e+09 -6.728000e+09   
Net Receivables                   7.831000e+09  7.530000e+09  7.387000e+09   
Long Term Debt                    1.282500e+10  1.277700e+10  1.277400e+10   
Inventory                         8.380000e+08  8.110000e+08  8.720000e+08   
Accounts Payable                  2.050000e+09  2.197000e+09  2.184000e+09   
Deferred Long Term Liab                    NaN  3.040000e+08  3.090000e+08   
Other Current Assets                       NaN  1.820000e+08  2.050000e+08   
Long Term Investments                      NaN  4.180000e+08  4.060000e+08   

                                    2021-06-30  
Intangible Assets                 6.800000e+08  
Total Liab                        3.097000e+10  
Total Stockholder Equity          1.117200e+10  
Other Current Liab                4.588000e+09  
Total Assets                      4.214200e+10  
Common Stock                      1.600000e+08  
Retained Earnings                 1.114400e+10  
Other Liab                        8.226000e+09  
Good Will                         1.751800e+10  
Treasury Stock                   -1.320000e+08  
Other Assets                      2.022000e+09  
Cash                              3.941000e+09  
Total Current Liabilities         8.591000e+09  
Deferred Long Term Asset Charges  4.330000e+08  
Short Long Term Debt              6.000000e+06  
Other Stockholder Equity         -1.320000e+08  
Property Plant Equipment          8.739000e+09  
Total Current Assets              1.276200e+10  
Net Tangible Assets              -7.026000e+09  
Net Receivables                   7.328000e+09  
Long Term Debt                    1.276400e+10  
Inventory                         8.630000e+08  
Accounts Payable                  2.001000e+09  
Deferred Long Term Liab           3.040000e+08  
Other Current Assets              2.210000e+08  
Long Term Investments             4.210000e+08  ]
['quarterly_cashflow',                                              2022-03-31    2021-12-31  \
Change To Liabilities                     -7.320000e+08  3.270000e+08   
Total Cashflows From Investing Activities -2.490000e+08 -7.410000e+08   
Total Cash From Financing Activities      -6.190000e+08 -1.226000e+09   
Change To Operating Activities             1.600000e+07  6.000000e+07   
Net Income                                 9.550000e+08  2.710000e+09   
Change In Cash                            -1.356000e+09 -5.250000e+08   
Repurchase Of Stock                       -3.660000e+08 -9.820000e+08   
Total Cash From Operating Activities      -4.880000e+08  1.442000e+09   
Depreciation                               3.030000e+08  3.310000e+08   
Other Cashflows From Investing Activities -5.000000e+06 -8.000000e+06   
Dividends Paid                            -2.510000e+08 -2.460000e+08   
Change To Inventory                       -2.700000e+07  6.100000e+07   
Change To Account Receivables             -8.720000e+08  3.050000e+08   
Other Cashflows From Financing Activities -2.000000e+06  2.000000e+06   
Change To Netincome                       -4.920000e+08 -1.904000e+09   
Capital Expenditures                      -2.440000e+08 -7.330000e+08   
Net Borrowings                                      NaN           NaN   

                                             2021-09-30    2021-06-30  
Change To Liabilities                      2.510000e+08  3.870000e+08  
Total Cashflows From Investing Activities -2.230000e+08 -1.740000e+08  
Total Cash From Financing Activities      -8.260000e+08 -4.300000e+08  
Change To Operating Activities            -2.000000e+07  3.780000e+08  
Net Income                                 1.063000e+09  1.037000e+09  
Change In Cash                             1.140000e+08  4.240000e+08  
Repurchase Of Stock                       -5.830000e+08 -1.440000e+08  
Total Cash From Operating Activities       1.163000e+09  1.028000e+09  
Depreciation                               3.140000e+08  3.000000e+08  
Other Cashflows From Investing Activities -4.000000e+06 -4.000000e+06  
Dividends Paid                            -2.510000e+08 -2.480000e+08  
Change To Inventory                       -9.000000e+06 -3.000000e+06  
Change To Account Receivables              3.600000e+07 -1.550000e+08  
Other Cashflows From Financing Activities  8.000000e+06 -2.000000e+06  
Change To Netincome                       -2.540000e+08 -7.690000e+08  
Capital Expenditures                      -2.470000e+08 -2.300000e+08  
Net Borrowings                                      NaN -3.600000e+07  ]
['quarterly_earnings',             Revenue    Earnings
Quarter                        
2Q2021   9151000000  1037000000
3Q2021   8720000000  1063000000
4Q2021   8639000000  2710000000
1Q2022   8797000000   955000000]
['quarterly_financials',                                           2022-03-31    2021-12-31  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                       1144000000.0  3345000000.0   
Minority Interest                               None          None   
Net Income                               955000000.0  2710000000.0   
Selling General Administrative           600000000.0 -1914000000.0   
Gross Profit                            1873000000.0  1551000000.0   
Ebit                                    1273000000.0  3465000000.0   
Operating Income                        1273000000.0  3465000000.0   
Other Operating Expenses                        None          None   
Interest Expense                        -133000000.0  -133000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       189000000.0   635000000.0   
Total Revenue                           8797000000.0  8639000000.0   
Total Operating Expenses                7524000000.0  5174000000.0   
Cost Of Revenue                         6924000000.0  7088000000.0   
Total Other Income Expense Net          -129000000.0  -120000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           955000000.0  2710000000.0   
Net Income Applicable To Common Shares   955000000.0  2710000000.0   

                                          2021-09-30    2021-06-30  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                       1275000000.0  1302000000.0  
Minority Interest                               None          None  
Net Income                              1063000000.0  1037000000.0  
Selling General Administrative           524000000.0   632000000.0  
Gross Profit                            1934000000.0  2043000000.0  
Ebit                                    1410000000.0  1411000000.0  
Operating Income                        1410000000.0  1411000000.0  
Other Operating Expenses                        None          None  
Interest Expense                        -132000000.0  -136000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                       212000000.0   265000000.0  
Total Revenue                           8720000000.0  9151000000.0  
Total Operating Expenses                7310000000.0  7740000000.0  
Cost Of Revenue                         6786000000.0  7108000000.0  
Total Other Income Expense Net          -135000000.0  -109000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops          1063000000.0  1037000000.0  
Net Income Applicable To Common Shares  1063000000.0  1037000000.0  ]
['mutualfund_holders',                                       Holder   Shares Date Reported   % Out  \
0  Vanguard Specialized-Dividend Growth Fund  4467888    2022-01-30  0.0287   
1           Washington Mutual Investors Fund  4405809    2022-01-30  0.0283   
2     Vanguard Total Stock Market Index Fund  4054777    2021-12-30  0.0261   
3          MFS Series Trust I-MFS Value Fund  3658688    2022-02-27  0.0235   
4                    Vanguard 500 Index Fund  3156013    2021-12-30  0.0203   
5                     American Balanced Fund  2536093    2021-12-30  0.0163   
6               JP Morgan Equity Income Fund  1756855    2021-12-30  0.0113   
7                     SPDR S&P 500 ETF Trust  1596474    2022-01-30  0.0103   
8              Investment Company Of America  1576590    2021-12-30  0.0101   
9                   American Mutual Fund Inc  1565602    2022-01-30  0.0101   

        Value  
0  1652671771  
1  1629708749  
2  1569482533  
3  1617652312  
4  1221597951  
5   981645517  
6   680025864  
7   590535732  
8   610250691  
9   579116179  ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                  True
gambling                             False
socialScore                           15.7
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               22
governanceScore                       5.32
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             28.49
highestControversy                       3
esgPerformance                        None
coal                                 False
pesticides                           False
adult                                False
percentile                           56.08
peerGroup              Aerospace & Defense
smallArms                             True
environmentScore                      7.47
governancePercentile                     0
militaryContract                      True]
symbol: SNEX
sector: error
sector: error
Index: SP600
vol_30d_2yr: 1444321.875
Sector 1YMF: -6.769996643066406
1YMF: -6.769996643066406
risk trend factor: -0.48253696013085795
Empty DataFrame
Columns: []
Index: [SNEX]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 72.900002 69.379346 74.933492 80.487639 73.35127 3.022209 67.306851 79.395688
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SNEX 1.141643 72.900002 1444321.875 0.751221 0.686282 0.374695
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'mul', True]
best inner cv score, sdev (11 folds): 60.19721421430899 70.3914407848702
test cv mean error, stdev (10 folds): 63.77709988290337 72.86619337686182
sell date: 2022-06-24
expected return: 3.6648608282101023e-06
discounted return: 6.108092052148351e-07
quarter return: 1.0000561960086543
['options', ('2022-07-15',)]
symbol: TALO
sector: Energy
Index: SP600
vol_30d_2yr: 20408781.4453125
Sector 1YMF: -4.379999160766602
1YMF: -4.379999160766602
risk trend factor: -0.4965985614871265
          beta currentRatio debtToEquity     ebitda ebitdaMargins forwardPE  \
TALO  2.369307        0.569      141.375  465148000       0.33517  4.945783   

     freeCashflow grossMargins grossProfits heldPercentInstitutions  \
TALO    236123744      0.80056    957576000                 0.84615   

           industry   marketCap operatingCashflow operatingMargins  \
TALO  Oil & Gas E&P  2032841856         458041984          0.01077   

     payoutRatio priceToBook priceToSalesTrailing12Months profitMargins  \
TALO           0    2.924484                     1.464788      -0.09216   

     quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
TALO      0.505        0.00331       -0.17028         0.551          16.939   

      sector sharesOutstanding shortRatio totalCash totalCashPerShare  \
TALO  Energy          82535200       3.62  78348000             0.949   

      totalDebt totalRevenue  
TALO  982737024   1387805952  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 18.610001 18.420168 21.889841 25.359515 19.298889 2.422677 14.453534 24.144243
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
TALO 1.661246 18.610001 20408781.445312 0.657711 0.240515 0.536905
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 41.43457859222569 71.02454191322182
test cv mean error, stdev (10 folds): 41.43457859222569 71.02454191322182
sell date: 2022-08-26
expected return: 0.2425323205723936
discounted return: 0.0031520804515512424
quarter return: 1.3358066232715167
['options', ('2022-07-15',)]
symbol: FANG
sector: Energy
Index: SP500
vol_30d_2yr: 60333589.6484375
Sector 1YMF: -21.420005798339844
1YMF: -21.420005798339844
risk trend factor: -0.5018744567990084
          beta currentRatio debtToEquity dividendRate dividendYield  \
FANG  2.181941         0.72       42.218          2.8        0.0229   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
FANG          2.278  5171999744       0.67999  5.241749    958625024   

     grossMargins grossProfits heldPercentInstitutions       industry  \
FANG      0.87707   5577000000                 0.91762  Oil & Gas E&P   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
FANG  21473144832        4572000256           0.5071      0.1272     0.35   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
FANG    1.703891                     2.823185       0.36037      0.656   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
FANG        0.10636        0.22396         1.036          42.257  Energy   

     sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
FANG         175592000       2.63  149000000             0.839  5848000000   

     totalRevenue trailingPE  
FANG   7606000128   8.066091  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 122.290001 125.260628 146.419524 167.57842 139.154444 9.491267 120.17191 158.136978
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
FANG 1.13222 122.290001 60333589.648438 0.711781 0.579467 0.467129
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', False]
best inner cv score, sdev (11 folds): 459.00504522356 368.234706520547
test cv mean error, stdev (10 folds): 499.21600299893424 362.45054556208976
sell date: 2022-09-23
expected return: 0.24679453664600268
discounted return: 0.0022765656658614297
quarter return: 1.2326989033199744
['options', ('2023-01-20', '2024-01-19')]
symbol: CVX
sector: Energy
Index: SP500
vol_30d_2yr: 237499572.65625
Sector 1YMF: -18.379974365234375
1YMF: -18.379974365234375
risk trend factor: -0.5020479120133474
         beta debtToEquity dividendRate dividendYield earningsGrowth  \
CVX  1.135294       24.919         5.68        0.0338          3.473   

          ebitda ebitdaMargins  forwardPE grossMargins grossProfits  \
CVX  38513999872       0.21779  15.602524      0.40935  66234000000   

    heldPercentInstitutions              industry     marketCap  \
CVX                 0.65877  Oil & Gas Integrated  286030659584   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
CVX       33087000576          0.12197      0.5113      0.6    2.105308   

    priceToSalesTrailing12Months profitMargins revenueGrowth revenuePerShare  \
CVX                     1.617418       0.11596         0.683          92.025   

     sector sharesOutstanding shortRatio   totalCash totalCashPerShare  \
CVX  Energy        1927689984       2.19  5674999808             2.914   

       totalDebt  totalRevenue trailingPE  
CVX  34872000512  176843997184  28.683552  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 148.380005 156.731372 171.950159 187.168946 166.72357 7.044224 152.635122 180.812018
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
CVX 1.062215 148.380005 237499572.65625 0.709826 0.669116 0.489773
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 352.4866951142436 497.09405047335423
test cv mean error, stdev (10 folds): 384.720340150738 510.27802944767166
sell date: 2022-09-23
expected return: 0.04798558163709821
discounted return: 0.00048331085835640053
quarter return: 1.045456735419723
['quarterly_balance_sheet',                                     2022-03-31    2021-12-31    2021-09-30  \
Total Stockholder Equity          1.390670e+11  1.390670e+11  1.358620e+11   
Net Tangible Assets               1.346820e+11  1.346820e+11  1.314600e+11   
Capital Surplus                            NaN  1.728200e+10  1.706200e+10   
Total Liab                                 NaN  9.959500e+10  1.032260e+11   
Minority Interest                          NaN  8.730000e+08  8.600000e+08   
Deferred Long Term Liab                    NaN  2.235000e+09  1.096200e+10   
Other Current Liab                         NaN  1.700000e+09  1.467000e+09   
Total Assets                               NaN  2.395350e+11  2.399480e+11   
Common Stock                               NaN  1.832000e+09  1.832000e+09   
Other Current Assets                       NaN  5.840000e+08  6.500000e+08   
Retained Earnings                          NaN  1.655460e+11  1.630440e+11   
Other Liab                                 NaN  3.918300e+10  4.098200e+10   
Good Will                                  NaN  4.385000e+09  4.402000e+09   
Treasury Stock                             NaN -4.559300e+10 -4.607600e+10   
Other Assets                               NaN  1.008700e+10  1.436700e+10   
Cash                                       NaN  5.640000e+09  5.998000e+09   
Total Current Liabilities                  NaN  2.679100e+10  2.518800e+10   
Deferred Long Term Asset Charges           NaN  5.659000e+09           NaN   
Short Long Term Debt                       NaN  1.460000e+08           NaN   
Other Stockholder Equity                   NaN -4.129000e+09 -4.658000e+09   
Property Plant Equipment                   NaN  1.506290e+11  1.479450e+11   
Total Current Assets                       NaN  3.373800e+10  3.213700e+10   
Long Term Investments                      NaN  4.069600e+10  4.109700e+10   
Short Term Investments                     NaN  3.500000e+07  3.400000e+07   
Net Receivables                            NaN  1.816800e+10  1.616300e+10   
Long Term Debt                             NaN  3.066400e+10  3.705600e+10   
Inventory                                  NaN  6.305000e+09  6.129000e+09   
Accounts Payable                           NaN  1.645400e+10  1.530800e+10   

                                    2021-06-30  
Total Stockholder Equity          1.331820e+11  
Net Tangible Assets               1.287800e+11  
Capital Surplus                   1.704400e+10  
Total Liab                        1.088950e+11  
Minority Interest                 7.290000e+08  
Deferred Long Term Liab           1.096100e+10  
Other Current Liab                1.212000e+09  
Total Assets                      2.428060e+11  
Common Stock                      1.832000e+09  
Other Current Assets              4.810000e+08  
Retained Earnings                 1.596400e+11  
Other Liab                        4.122700e+10  
Good Will                         4.402000e+09  
Treasury Stock                   -4.533400e+10  
Other Assets                      1.367200e+10  
Cash                              7.527000e+09  
Total Current Liabilities         2.814700e+10  
Deferred Long Term Asset Charges           NaN  
Short Long Term Debt                       NaN  
Other Stockholder Equity         -4.535000e+09  
Property Plant Equipment          1.512080e+11  
Total Current Assets              3.297300e+10  
Long Term Investments             4.055100e+10  
Short Term Investments            3.400000e+07  
Net Receivables                   1.560200e+10  
Long Term Debt                    3.952100e+10  
Inventory                         6.239000e+09  
Accounts Payable                  1.471900e+10  ]
['quarterly_cashflow',                                              2022-03-31    2021-12-31  \
Change To Liabilities                      0.000000e+00  1.633000e+09   
Total Cashflows From Investing Activities -7.000000e+08 -1.389000e+09   
Net Borrowings                            -2.000000e+09 -6.004000e+09   
Total Cash From Financing Activities      -1.400000e+09 -8.290000e+09   
Change To Operating Activities            -9.000000e+08  1.400000e+07   
Issuance Of Stock                          4.600000e+09  2.830000e+08   
Net Income                                 6.259000e+09  5.055000e+09   
Change In Cash                             6.000000e+09 -2.300000e+08   
Repurchase Of Stock                       -1.300000e+09 -1.300000e+09   
Total Cash From Operating Activities       8.100000e+09  9.458000e+09   
Depreciation                               3.700000e+09  4.433000e+09   
Dividends Paid                            -2.700000e+09 -2.567000e+09   
Change To Netincome                       -9.590000e+08 -2.900000e+07   
Capital Expenditures                      -2.000000e+09 -2.606000e+09   
Investments                                         NaN  4.160000e+08   
Effect Of Exchange Rate                             NaN -9.000000e+06   
Other Cashflows From Investing Activities           NaN  1.200000e+07   
Change To Inventory                                 NaN -1.770000e+08   
Change To Account Receivables                       NaN -1.856000e+09   
Other Cashflows From Financing Activities           NaN -2.000000e+06   

                                             2021-09-30    2021-06-30  
Change To Liabilities                      9.100000e+07  2.152000e+09  
Total Cashflows From Investing Activities -1.341000e+09 -1.572000e+09  
Net Borrowings                            -5.628000e+09 -2.463000e+09  
Total Cash From Financing Activities      -8.825000e+09 -4.945000e+09  
Change To Operating Activities            -1.990000e+08  2.300000e+07  
Issuance Of Stock                          2.830000e+08  1.060000e+08  
Net Income                                 6.111000e+09  3.082000e+09  
Change In Cash                            -1.663000e+09  4.240000e+08  
Repurchase Of Stock                       -6.180000e+08 -6.180000e+08  
Total Cash From Operating Activities       8.579000e+09  6.954000e+09  
Depreciation                               4.304000e+09  4.522000e+09  
Dividends Paid                            -2.571000e+09 -2.573000e+09  
Change To Netincome                       -1.303000e+09 -4.420000e+08  
Capital Expenditures                      -1.907000e+09 -1.797000e+09  
Investments                                5.000000e+06  6.000000e+06  
Effect Of Exchange Rate                   -7.600000e+07 -1.300000e+07  
Other Cashflows From Investing Activities  3.500000e+08  1.400000e+07  
Change To Inventory                        1.180000e+08 -5.220000e+08  
Change To Account Receivables             -9.670000e+08 -1.898000e+09  
Other Cashflows From Financing Activities -8.000000e+06 -1.500000e+07  ]
['quarterly_earnings',              Revenue    Earnings
Quarter                         
2Q2021   36117000000  3082000000
3Q2021   42552000000  6111000000
4Q2021   45861000000  5055000000
1Q2022   52314000000  6259000000]
['quarterly_financials',                                            2022-03-31     2021-12-31  \
Research Development                             None           None   
Effect Of Accounting Charges                     None           None   
Income Before Tax                        9054000000.0   6985000000.0   
Minority Interest                                 NaN    873000000.0   
Net Income                               6259000000.0   5055000000.0   
Selling General Administrative           6669000000.0   6864000000.0   
Gross Profit                            19665000000.0  18520000000.0   
Ebit                                     7131000000.0   5283000000.0   
Operating Income                         7131000000.0   5283000000.0   
Other Operating Expenses                 2002000000.0   1782000000.0   
Interest Expense                         -136000000.0   -155000000.0   
Extraordinary Items                              None           None   
Non Recurring                                    None           None   
Other Items                                      None           None   
Income Tax Expense                       2777000000.0   1903000000.0   
Total Revenue                           52314000000.0  45861000000.0   
Total Operating Expenses                45183000000.0  40578000000.0   
Cost Of Revenue                         32649000000.0  27341000000.0   
Total Other Income Expense Net           1923000000.0   1702000000.0   
Discontinued Operations                          None           None   
Net Income From Continuing Ops           6277000000.0   5082000000.0   
Net Income Applicable To Common Shares   6259000000.0   5055000000.0   

                                           2021-09-30     2021-06-30  
Research Development                             None           None  
Effect Of Accounting Charges                     None           None  
Income Before Tax                        8055000000.0   4422000000.0  
Minority Interest                         860000000.0    729000000.0  
Net Income                               6111000000.0   3082000000.0  
Selling General Administrative           6110000000.0   6160000000.0  
Gross Profit                            18718000000.0  15488000000.0  
Ebit                                     6063000000.0   3131000000.0  
Operating Income                         6063000000.0   3131000000.0  
Other Operating Expenses                 2083000000.0   1562000000.0  
Interest Expense                         -174000000.0   -185000000.0  
Extraordinary Items                              None           None  
Non Recurring                                    None           None  
Other Items                                      None           None  
Income Tax Expense                       1940000000.0   1328000000.0  
Total Revenue                           42552000000.0  36117000000.0  
Total Operating Expenses                36489000000.0  32986000000.0  
Cost Of Revenue                         23834000000.0  20629000000.0  
Total Other Income Expense Net           1992000000.0   1291000000.0  
Discontinued Operations                          None           None  
Net Income From Continuing Ops           6115000000.0   3094000000.0  
Net Income Applicable To Common Shares   6111000000.0   3082000000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0             Vanguard Total Stock Market Index Fund  54780688    2021-12-30   
1              Select Sector SPDR Fund-Energy Select  51246464    2022-01-30   
2                            Vanguard 500 Index Fund  40823519    2021-12-30   
3                             SPDR S&P 500 ETF Trust  20503512    2022-01-30   
4                            Fidelity 500 Index Fund  19741038    2022-02-27   
5                           iShares Core S&P 500 ETF  16032863    2022-01-30   
6                    Vanguard Index-Value Index Fund  14729977    2021-12-30   
7  Vanguard Institutional Index Fund-Institutiona...  14524646    2021-12-30   
8                   Washington Mutual Investors Fund  12690652    2022-01-30   
9               Franklin Custodian Funds-Income Fund  12000000    2021-12-30   

    % Out       Value  
0  0.0279  6428513736  
1  0.0261  6730198117  
2  0.0208  4790639954  
3  0.0104  2692726230  
4  0.0100  2842709472  
5  0.0082  2105595897  
6  0.0075  1728562800  
7  0.0074  1704467208  
8  0.0065  1666663327  
9  0.0061  1408200000  ]
['options', ('2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          10.63
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       9.95
environmentPercentile                    0
animalTesting                         True
tobacco                              False
totalEsg                                43
highestControversy                       3
esgPerformance                        None
coal                                 False
pesticides                           False
adult                                False
percentile                           92.22
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     22.42
governancePercentile                     0
militaryContract                     False]
symbol: CTRA
sector: Energy
Index: SP500
vol_30d_2yr: 166901859.9609375
Sector 1YMF: -5.129997253417969
1YMF: -5.129997253417969
risk trend factor: -0.5064163552240363
          beta currentRatio debtToEquity dividendRate dividendYield  \
CTRA -0.189215        1.751       29.377          0.6        0.0201   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
CTRA          2.487  2364999936       0.64441  7.434174   1148249984   

     grossMargins grossProfits heldPercentInstitutions       industry  \
CTRA      0.77684   2851000000                 0.94558  Oil & Gas E&P   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
CTRA  21592360960        1667000064          0.45559       0.182     0.09   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
CTRA    4.560137                     5.883477       0.31553      1.699   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
CTRA        0.08557        0.16538         4.191           7.296  Energy   

     sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
CTRA         813577984        3.2  1036000000             1.273  3463000064   

     totalRevenue trailingPE  
CTRA   3670000128  30.193403  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 26.540001 28.387845 33.230635 38.073425 30.302698 2.942304 24.418091 36.187306
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
CTRA 1.576163 26.540001 166901859.960938 0.550516 0.135656 0.459926
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 10.275293829952599 11.188755969533434
test cv mean error, stdev (10 folds): 11.197177027146749 11.329542410812056
sell date: 2022-06-24
expected return: 0.07910851111841205
discounted return: 0.012770057541949376
quarter return: 3.2136492511014567
['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus            1.091100e+10  1.823373e+09  1.815770e+09   
Total Liab                 8.112000e+09  2.404585e+09  2.310672e+09   
Total Stockholder Equity   1.173800e+10  2.326112e+09  2.299895e+09   
Deferred Long Term Liab    5.000000e+06  5.329000e+06  5.844000e+06   
Other Current Liab         1.880000e+08  2.128940e+08  7.719900e+07   
Total Assets               1.990000e+10  4.730697e+09  4.610567e+09   
Common Stock               8.900000e+07  4.786200e+07  4.786200e+07   
Other Current Assets       2.400000e+07  1.323500e+07  1.540000e+07   
Retained Earnings          2.563000e+09  2.276071e+09  2.257320e+09   
Other Liab                 3.512000e+09  9.650310e+08  9.577370e+08   
Treasury Stock            -1.825000e+09 -1.821194e+09 -1.821057e+09   
Other Assets               7.200000e+07  3.109900e+07  3.170800e+07   
Cash                       1.036000e+09  7.627000e+07  1.581470e+08   
Total Current Liabilities  1.220000e+09  4.660100e+08  3.786840e+08   
Other Stockholder Equity   1.000000e+06  2.007000e+06  2.144000e+06   
Property Plant Equipment   1.769200e+10  4.256875e+09  4.182793e+09   
Total Current Assets       2.136000e+09  4.427230e+08  3.960660e+08   
Net Tangible Assets        1.173800e+10  2.326112e+09  2.299895e+09   
Net Receivables            1.037000e+09  3.404370e+08  2.051240e+08   
Long Term Debt             3.125000e+09  9.465090e+08  9.463160e+08   
Inventory                  3.900000e+07  1.278100e+07  1.739500e+07   
Accounts Payable           7.470000e+08  2.271920e+08  1.662560e+08   
Short Long Term Debt                NaN           NaN  1.000000e+08   

                             2021-03-31  
Capital Surplus            1.808232e+09  
Total Liab                 2.244882e+09  
Total Stockholder Equity   2.305970e+09  
Deferred Long Term Liab    6.360000e+06  
Other Current Liab         1.989500e+07  
Total Assets               4.550852e+09  
Common Stock               4.783800e+07  
Other Current Assets       2.198400e+07  
Retained Earnings          2.270819e+09  
Other Liab                 9.549700e+08  
Treasury Stock            -1.820919e+09  
Other Assets               3.078400e+07  
Cash                       1.736590e+08  
Total Current Liabilities  3.150920e+08  
Other Stockholder Equity   2.282000e+06  
Property Plant Equipment   4.108153e+09  
Total Current Assets       4.119150e+08  
Net Tangible Assets        2.305970e+09  
Net Receivables            2.004020e+08  
Long Term Debt             9.461230e+08  
Inventory                  1.587000e+07  
Accounts Payable           1.691010e+08  
Short Long Term Debt       1.000000e+08  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Change To Liabilities                      -17390000.0   76262000.0   
Total Cashflows From Investing Activities  771721000.0 -183894000.0   
Net Borrowings                              -2000000.0 -100000000.0   
Total Cash From Financing Activities      -764618000.0 -143963000.0   
Change To Operating Activities              17176000.0   -9218000.0   
Net Income                                 938468000.0   62714000.0   
Change In Cash                             959440000.0  -82663000.0   
Repurchase Of Stock                       -108431000.0 -108431000.0   
Total Cash From Operating Activities       952337000.0  245194000.0   
Depreciation                               410014000.0   97289000.0   
Dividends Paid                            -652187000.0  -43963000.0   
Change To Inventory                          2511000.0    4614000.0   
Change To Account Receivables             -159015000.0 -102009000.0   
Other Cashflows From Financing Activities   -2000000.0   -2000000.0   
Change To Netincome                       -320852000.0  148138000.0   
Capital Expenditures                      -268960000.0 -184101000.0   

                                            2021-06-30   2021-03-31  
Change To Liabilities                      -15297000.0    3425000.0  
Total Cashflows From Investing Activities -151302000.0 -123525000.0  
Net Borrowings                            -100000000.0  -88000000.0  
Total Cash From Financing Activities       -43963000.0 -133456000.0  
Change To Operating Activities               4956000.0  -13914000.0  
Net Income                                  30464000.0  126354000.0  
Change In Cash                             -16323000.0   33546000.0  
Repurchase Of Stock                       -108431000.0   -5569000.0  
Total Cash From Operating Activities       178942000.0  290527000.0  
Depreciation                                91549000.0   94148000.0  
Dividends Paid                             -43963000.0  -39887000.0  
Change To Inventory                         -1525000.0    -600000.0  
Change To Account Receivables               15143000.0   16881000.0  
Other Cashflows From Financing Activities   -2000000.0   -2000000.0  
Change To Netincome                         92703000.0   40011000.0  
Capital Expenditures                      -151322000.0 -123617000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021    472918000  126354000
2Q2021    411788000   30464000
3Q2021    641678000   62714000
4Q2021   2143616000  938468000]
['quarterly_financials',                                           2021-12-31   2021-09-30  \
Research Development                            None         None   
Effect Of Accounting Charges                    None         None   
Income Before Tax                       1214465000.0   83216000.0   
Minority Interest                               None         None   
Net Income                               938468000.0   62714000.0   
Selling General Administrative            95410000.0   24998000.0   
Gross Profit                            1797984000.0  471530000.0   
Ebit                                    1298389000.0  135756000.0   
Operating Income                        1298389000.0  135756000.0   
Other Operating Expenses                 -14836000.0  209489000.0   
Interest Expense                         -24488000.0  -12577000.0   
Extraordinary Items                             None         None   
Non Recurring                                   None         None   
Other Items                                     None         None   
Income Tax Expense                       275997000.0   20502000.0   
Total Revenue                           2143616000.0  641678000.0   
Total Operating Expenses                 845227000.0  505922000.0   
Cost Of Revenue                          345632000.0  170148000.0   
Total Other Income Expense Net           -83924000.0  -52540000.0   
Discontinued Operations                         None         None   
Net Income From Continuing Ops           938468000.0   62714000.0   
Net Income Applicable To Common Shares   935468000.0   62714000.0   

                                         2021-06-30   2021-03-31  
Research Development                           None         None  
Effect Of Accounting Charges                   None         None  
Income Before Tax                        41304000.0  163015000.0  
Minority Interest                              None         None  
Net Income                               30464000.0  126354000.0  
Selling General Administrative           16837000.0   26755000.0  
Gross Profit                            262146000.0  319340000.0  
Ebit                                     60088000.0  177767000.0  
Operating Income                         60088000.0  177767000.0  
Other Operating Expenses                 91304000.0   18043000.0  
Interest Expense                        -12558000.0  -12377000.0  
Extraordinary Items                            None         None  
Non Recurring                                  None         None  
Other Items                                    None         None  
Income Tax Expense                       10840000.0   36661000.0  
Total Revenue                           411788000.0  472918000.0  
Total Operating Expenses                351700000.0  295151000.0  
Cost Of Revenue                         149642000.0  153578000.0  
Total Other Income Expense Net          -18784000.0  -14752000.0  
Discontinued Operations                        None         None  
Net Income From Continuing Ops           30464000.0  126354000.0  
Net Income Applicable To Common Shares   30464000.0  126354000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0              Select Sector SPDR Fund-Energy Select  23925372    2022-01-30   
1             Vanguard Total Stock Market Index Fund  23123140    2021-12-30   
2                      Vanguard Small-Cap Index Fund  20493160    2021-12-30   
3                            Vanguard 500 Index Fund  17229139    2021-12-30   
4                   Washington Mutual Investors Fund  16985001    2022-01-30   
5           Vanguard Fenway Funds-Equity Income Fund  16267453    2021-12-30   
6                         Income Fund of America Inc  13333912    2022-01-30   
7               Vanguard Small-Cap Growth Index Fund  12758989    2021-12-30   
8  Victory Portfolios-Sycamore Established Value ...  12049383    2022-01-30   
9                          Fundamental Investors Inc  11357657    2021-12-30   

    % Out      Value  
0  0.0297  523965646  
1  0.0287  439339660  
2  0.0254  389370040  
3  0.0214  327353641  
4  0.0211  371971521  
5  0.0202  309081607  
6  0.0165  292012672  
7  0.0158  242420791  
8  0.0150  263881487  
9  0.0141  215795483  ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          14.01
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       9.28
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             46.68
highestControversy                       2
esgPerformance                        None
coal                                 False
pesticides                           False
adult                                False
percentile                           95.93
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     23.39
governancePercentile                     0
militaryContract                     False]
symbol: DLTR
sector: Consumer Defensive
Index: SP500
vol_30d_2yr: 54464099.8046875
Sector 1YMF: -24.44001007080078
1YMF: -24.44001007080078
risk trend factor: -0.5098041868097398
          beta currentRatio debtToEquity earningsGrowth      ebitda  \
DLTR  0.702813        1.464      120.278          0.481  2793100032   

     ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
DLTR       0.10444  16.756176     83287504       0.3037   7746100000   

     heldPercentInstitutions         industry    marketCap operatingCashflow  \
DLTR                 1.01078  Discount Stores  35030736896        1413799936   

     operatingMargins payoutRatio pegRatio priceToBook  \
DLTR          0.07706           0     1.19    4.268359   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
DLTR                     1.309849       0.05571      0.284        0.05933   

     returnOnEquity revenueGrowth revenuePerShare              sector  \
DLTR        0.19035         0.065         118.376  Consumer Defensive   

     sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
DLTR         224556000       1.34  1218499968             5.426  9912699904   

     totalRevenue trailingPE  
DLTR  26744100864  23.769617  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 150.089996 127.330989 151.813809 176.296629 158.647302 10.32126 138.004781 179.289823
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
DLTR 1.139688 150.089996 54464099.804688 0.708383 0.508611 0.437414
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -74.80001831054688
Sector Volume Factor: 1.4135920452708397
Sector Risk Trend Factor: -2.283970024749523
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', None]
best inner cv score, sdev (11 folds): 229.27743607804805 335.55903595508755
test cv mean error, stdev (10 folds): 230.18290981156468 351.9244728101693
sell date: 2022-06-24
expected return: -0.015703056620404568
discounted return: -0.002634466307904315
quarter return: 0.7845141098835329
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                             Value
2022-5                           
palmOil                     False
controversialWeapons        False
gambling                    False
socialScore                  7.41
nuclear                     False
furLeather                  False
alcoholic                   False
gmo                         False
catholic                    False
socialPercentile             None
peerCount                      57
governanceScore              4.27
environmentPercentile        None
animalTesting               False
tobacco                     False
totalEsg                    15.08
highestControversy              2
esgPerformance         UNDER_PERF
coal                        False
pesticides                  False
adult                       False
percentile                   9.94
peerGroup               Retailing
smallArms                   False
environmentScore              3.4
governancePercentile         None
militaryContract            False]
symbol: EXLS
sector: error
sector: error
Index: SP600
vol_30d_2yr: 3597554.296875
Sector 1YMF: -13.410011291503906
1YMF: -13.410011291503906
risk trend factor: -0.516763501677879
Empty DataFrame
Columns: []
Index: [EXLS]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 134.259995 126.522812 140.06127 153.599727 140.494604 6.235211 128.024183 152.965025
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
EXLS 1.162846 134.259995 3597554.296875 0.786612 0.946996 0.378357
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 195.43581797354952 180.93710581168216
test cv mean error, stdev (10 folds): 207.6343054057983 185.40557120722215
sell date: 2022-08-26
expected return: 0.03011038499345682
discounted return: 0.00043003398008045757
quarter return: 1.0403473230400018
['options', ('2022-07-15',)]
symbol: PDCE
sector: Energy
Index: SP400
vol_30d_2yr: 24813862.890625
Sector 1YMF: -14.360000610351562
1YMF: -14.360000610351562
risk trend factor: -0.5396467599014401
          beta currentRatio debtToEquity dividendRate dividendYield  \
PDCE  2.922058        0.498       32.834            1        0.0155   

          ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
PDCE  1278352000       0.53439  6.465069    661902144      0.88251   

     grossProfits heldPercentInstitutions       industry   marketCap  \
PDCE   2111095000                 0.96343  Oil & Gas E&P  6308347904   

     operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
PDCE        1547795968          0.26364      0.1225     0.14    2.480472   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PDCE                     2.637096       0.21834       0.47        0.07455   

     returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PDCE        0.18904          1.41          24.275  Energy          97381104   

     shortRatio totalCash totalCashPerShare  totalDebt totalRevenue trailingPE  
PDCE       7.65  33829000             0.351  955555008   2392156928  152.06572  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 64.779999 63.693839 77.329841 90.965843 73.805873 5.730229 62.345416 85.26633
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
PDCE 1.314132 64.779999 24813862.890625 0.689138 0.390825 0.487351
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 66.2456111050472 64.8590761857845
test cv mean error, stdev (10 folds): 70.97253672099464 66.1937233826639
sell date: 2022-08-26
expected return: 0.22468519510228271
discounted return: 0.0029417652978513953
quarter return: 1.310285566530066
['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus            3.161941e+09  3.267261e+09  3.333168e+09   
Total Liab                 2.426419e+09  2.823041e+09  2.869083e+09   
Total Stockholder Equity   2.910247e+09  2.544224e+09  2.464906e+09   
Deferred Long Term Liab    1.690000e+07  5.600000e+06  6.400000e+06   
Other Current Liab         6.228770e+08  7.500000e+08  6.521060e+08   
Total Assets               5.336666e+09  5.367265e+09  5.333989e+09   
Common Stock               9.650000e+05  9.740000e+05  9.890000e+05   
Other Current Assets       1.790900e+07  7.559000e+06  5.146000e+06   
Retained Earnings         -2.499540e+08 -7.230170e+08 -8.683380e+08   
Other Liab                 5.579650e+08  5.186080e+08  4.555700e+08   
Treasury Stock            -2.705000e+06 -9.940000e+05 -9.130000e+05   
Other Assets               5.559800e+07  4.755700e+07  4.764500e+07   
Cash                       3.382900e+07  9.992200e+07  1.097490e+08   
Total Current Liabilities  9.200960e+08  1.053438e+09  1.161964e+09   
Property Plant Equipment   4.822495e+09  4.835014e+09  4.856531e+09   
Total Current Assets       4.585730e+08  4.846940e+08  4.298130e+08   
Net Tangible Assets        2.910247e+09  2.544224e+09  2.464906e+09   
Net Receivables            3.986050e+08  3.686110e+08  3.072010e+08   
Long Term Debt             9.420840e+08  1.243235e+09  1.242676e+09   
Accounts Payable           1.278910e+08  1.439310e+08  1.770990e+08   
Short Long Term Debt                NaN           NaN  1.979190e+08   

                             2021-03-31  
Capital Surplus            3.369272e+09  
Total Liab                 2.653589e+09  
Total Stockholder Equity   2.587068e+09  
Deferred Long Term Liab    7.300000e+06  
Other Current Liab         4.411260e+08  
Total Assets               5.240657e+09  
Common Stock               9.940000e+05  
Other Current Assets       8.032000e+06  
Retained Earnings         -7.813010e+08  
Other Liab                 4.580310e+08  
Treasury Stock            -1.897000e+06  
Other Assets               6.254900e+07  
Cash                       5.906700e+07  
Total Current Liabilities  9.435670e+08  
Property Plant Equipment   4.842849e+09  
Total Current Assets       3.352590e+08  
Net Tangible Assets        2.587068e+09  
Net Receivables            2.568370e+08  
Long Term Debt             1.242108e+09  
Accounts Payable           1.206470e+08  
Short Long Term Debt       1.954510e+08  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Change To Liabilities                       40183000.0          0.0   
Total Cashflows From Investing Activities -154330000.0 -188348000.0   
Net Borrowings                            -308979000.0 -200414000.0   
Total Cash From Financing Activities      -431738999.0 -271933000.0   
Change To Operating Activities             160409000.0   33962000.0   
Net Income                                 473063000.0  145321000.0   
Change In Cash                             -66093000.0   -9827000.0   
Repurchase Of Stock                        -49679000.0  -59804000.0   
Total Cash From Operating Activities       519976000.0  450454000.0   
Depreciation                               159870000.0  172469000.0   
Dividends Paid                             -11401627.0  -11715000.0   
Change To Account Receivables             -153717000.0 -153717000.0   
Other Cashflows From Financing Activities  -13066000.0  -13066000.0   
Change To Netincome                       -162105000.0   95221000.0   
Capital Expenditures                      -154808000.0 -188654000.0   

                                            2021-06-30   2021-03-31  
Change To Liabilities                              0.0          0.0  
Total Cashflows From Investing Activities -131379000.0 -104747000.0  
Net Borrowings                               -434000.0 -168445000.0  
Total Cash From Financing Activities       -42246000.0 -191868000.0  
Change To Operating Activities            -118700000.0   53068000.0  
Net Income                                 -87037000.0   -9036000.0  
Change In Cash                              50682000.0   56444000.0  
Repurchase Of Stock                        -29927000.0  -23423000.0  
Total Cash From Operating Activities       224307000.0  353059000.0  
Depreciation                               165442000.0  149891000.0  
Dividends Paid                             -11885000.0  -11885000.0  
Change To Account Receivables             -153717000.0 -153717000.0  
Other Cashflows From Financing Activities  -13066000.0  -13066000.0  
Change To Netincome                        260725000.0  155299000.0  
Capital Expenditures                      -131423000.0 -109117000.0  ]
['quarterly_earnings',            Revenue   Earnings
Quarter                      
1Q2021   437800000   -9036000
2Q2021   510154000  -87037000
3Q2021   659386000  145321000
4Q2021   784817000  473063000]
['quarterly_financials',                                          2021-12-31   2021-09-30   2021-06-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                       499536000.0  145531000.0  -87192000.0   
Minority Interest                              None         None         None   
Net Income                              473063000.0  145321000.0  -87037000.0   
Selling General Administrative           31366000.0   30847000.0   32843000.0   
Gross Profit                            708056000.0  587005000.0  441770000.0   
Ebit                                    522355000.0  165486000.0  -67199000.0   
Operating Income                        522355000.0  165486000.0  -67199000.0   
Other Operating Expenses                 -2836000.0  220806000.0  313630000.0   
Interest Expense                        -16572000.0  -20098000.0  -20060000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       26473000.0     210000.0    -155000.0   
Total Revenue                           784817000.0  659386000.0  510154000.0   
Total Operating Expenses                262462000.0  493900000.0  577353000.0   
Cost Of Revenue                          76761000.0   72381000.0   68384000.0   
Total Other Income Expense Net          -22819000.0  -19955000.0  -19993000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops          473063000.0  145321000.0  -87037000.0   
Net Income Applicable To Common Shares  473063000.0  145321000.0  -87037000.0   

                                         2021-03-31  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                        -8981000.0  
Minority Interest                              None  
Net Income                               -9036000.0  
Selling General Administrative           32677000.0  
Gross Profit                            374264000.0  
Ebit                                     10038000.0  
Operating Income                         10038000.0  
Other Operating Expenses                184432000.0  
Interest Expense                        -19041000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                          55000.0  
Total Revenue                           437800000.0  
Total Operating Expenses                427762000.0  
Cost Of Revenue                          63536000.0  
Total Other Income Expense Net          -19019000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops           -9036000.0  
Net Income Applicable To Common Shares   -9036000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  6850630    2022-01-30   
1             Vanguard Total Stock Market Index Fund  2768637    2021-12-30   
2                      Vanguard Small-Cap Index Fund  2452337    2021-12-30   
3                     Oakmark Equity and Income Fund  2387591    2021-12-30   
4    Delaware Group Equity Fds V-Small Cap Core Fund  2303183    2022-02-27   
5                           iShares Russell 2000 ETF  2232757    2022-01-30   
6                    DFA U.S. Small Cap Value Series  2118368    2022-01-30   
7  Victory Portfolios-Sycamore Small Company Oppo...  1970000    2022-01-30   
8               Vanguard Small-Cap Growth Index Fund  1526296    2021-12-30   
9  SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp...  1385684    2022-01-30   

    % Out      Value  
0  0.0718  406036840  
1  0.0290  135054112  
2  0.0257  119624998  
3  0.0250  116466688  
4  0.0241  148601367  
5  0.0234  132335507  
6  0.0222  125555671  
7  0.0206  116761900  
8  0.0160   74452718  
9  0.0145   82129490  ]
['options', ('2022-07-15', '2022-12-16')]
symbol: SAFT
sector: error
sector: error
Index: SP600
vol_30d_2yr: 1389322.8515625
Sector 1YMF: -6.500007629394531
1YMF: -6.500007629394531
risk trend factor: -0.5453023882169435
Empty DataFrame
Columns: []
Index: [SAFT]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 89.279999 86.281435 90.769753 95.25807 88.833085 2.791169 83.250748 94.415422
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SAFT 1.224409 89.279999 1389322.851562 0.813017 0.355619 0.426824
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', False]
best inner cv score, sdev (11 folds): 44.584910960896444 46.35750841305056
test cv mean error, stdev (10 folds): 48.48701673436766 46.86612367659447
sell date: 2022-08-12
expected return: 0.07156331651840256
discounted return: 0.0012574922659944754
quarter return: 1.1225654094938735
['options', ('2022-08-19',)]
symbol: RRC
sector: Energy
Index: SP400
vol_30d_2yr: 120549255.6640625
Sector 1YMF: -6.6699981689453125
1YMF: -6.6699981689453125
risk trend factor: -0.5642977510548108
         beta currentRatio debtToEquity     ebitda ebitdaMargins forwardPE  \
RRC  1.988656        0.246      162.685  458860992       0.11425  5.124756   

    freeCashflow grossMargins grossProfits heldPercentInstitutions  \
RRC    838692352      0.57877   1937478000                  0.8719   

          industry   marketCap operatingCashflow operatingMargins payoutRatio  \
RRC  Oil & Gas E&P  7092963328        1090109952          0.02264           0   

    pegRatio priceToBook priceToSalesTrailing12Months profitMargins  \
RRC     0.29    3.976706                     1.766035      -0.01797   

    quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
RRC      0.238        0.00892       -0.04423         0.637          16.483   

     sector sharesOutstanding shortRatio  totalCash totalCashPerShare  \
RRC  Energy         269796992       3.45  112931000             0.453   

      totalDebt totalRevenue  
RRC  2603130112   4016321024  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 26.290001 26.463464 32.556032 38.6486 31.029206 2.69788 25.633446 36.424967
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
RRC 0.930726 26.290001 120549255.664062 0.655439 0.472816 0.488191
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 11.350390168992813 13.920119243670639
test cv mean error, stdev (10 folds): 12.432074723522295 14.151899495550747
sell date: 2022-09-23
expected return: 0.11935487431357858
discounted return: 0.0011630728996809836
quarter return: 1.1128680691380008
['options', ('2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           None
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       None
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             33.07
highestControversy                       2
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           72.13
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                      None
governancePercentile                  None
militaryContract                     False]
symbol: HES
sector: Energy
Index: SP500
vol_30d_2yr: 48039294.53125
Sector 1YMF: -18.849990844726562
1YMF: -18.849990844726562
risk trend factor: -0.5769815579795349
         beta currentRatio debtToEquity dividendRate dividendYield  \
HES  1.769607        1.418      122.347          1.5        0.0131   

    earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
HES          0.634  3804999936       0.49467  21.98077   1165874944   

    grossMargins grossProfits heldPercentInstitutions       industry  \
HES      0.71425   5267000000                 0.83247  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
HES  31861618688        2143000064          0.30083      0.4828     0.19   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
HES    5.645374                     4.142176       0.09412      0.595   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
HES        0.07465         0.1547          0.21           24.97  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
HES         309727008       2.85  1370000000             4.414  8622999552   

    totalRevenue trailingPE  
HES   7692000256  162.51186  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 102.870003 107.522864 120.951428 134.379992 113.081428 7.84924 97.382949 128.779908
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
HES 1.067832 102.870003 48039294.53125 0.704306 0.762574 0.442601
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 184.05304053720195 131.95906986819597
test cv mean error, stdev (10 folds): 199.07107564373396 129.1262572686663
sell date: 2022-09-16
expected return: 0.18915992113788566
discounted return: 0.0019268218200787501
quarter return: 1.1937469346305718
['quarterly_balance_sheet',                                     2022-03-31    2021-12-31    2021-09-30  \
Total Liab                        1.275000e+10  1.348900e+10  1.323400e+10   
Total Stockholder Equity          6.308000e+09  6.300000e+09  5.609000e+09   
Minority Interest                 7.400000e+08  7.260000e+08  6.470000e+08   
Other Current Liab                2.190000e+09  1.193000e+09  9.330000e+08   
Total Assets                      1.979800e+10  2.051500e+10  1.949000e+10   
Common Stock                      7.074000e+09  3.100000e+08  3.100000e+08   
Other Current Assets              1.896000e+09  1.990000e+08  1.180000e+08   
Other Liab                        1.937000e+09  1.890000e+09  1.877000e+09   
Treasury Stock                   -7.660000e+08 -4.060000e+08 -7.960000e+08   
Other Assets                      1.560000e+09  1.129000e+09  7.660000e+08   
Cash                              1.370000e+09  2.713000e+09  2.419000e+09   
Total Current Liabilities         2.303000e+09  3.064000e+09  2.749000e+09   
Short Long Term Debt              2.200000e+07  5.170000e+08  5.140000e+08   
Other Stockholder Equity         -7.660000e+08 -4.060000e+08 -7.960000e+08   
Property Plant Equipment          1.497200e+10  1.467800e+10  1.446800e+10   
Total Current Assets              3.266000e+09  4.346000e+09  3.892000e+09   
Net Tangible Assets               6.308000e+09  5.940000e+09  5.249000e+09   
Long Term Debt                    7.934000e+09  7.941000e+09  7.993000e+09   
Capital Surplus                            NaN  6.017000e+09  5.903000e+09   
Retained Earnings                          NaN  3.790000e+08  1.920000e+08   
Good Will                                  NaN  3.600000e+08  3.600000e+08   
Deferred Long Term Asset Charges           NaN  7.100000e+07  2.600000e+07   
Long Term Investments                      NaN  2.000000e+06  4.000000e+06   
Net Receivables                            NaN  1.211000e+09  1.093000e+09   
Inventory                                  NaN  2.230000e+08  2.620000e+08   
Accounts Payable                           NaN  2.200000e+08  2.100000e+08   

                                    2021-06-30  
Total Liab                        1.263400e+10  
Total Stockholder Equity          5.488000e+09  
Minority Interest                 1.044000e+09  
Other Current Liab                9.670000e+08  
Total Assets                      1.916600e+10  
Common Stock                      3.100000e+08  
Other Current Assets              2.960000e+08  
Other Liab                        1.764000e+09  
Treasury Stock                   -8.360000e+08  
Other Assets                      6.480000e+08  
Cash                              2.430000e+09  
Total Current Liabilities         2.527000e+09  
Short Long Term Debt              5.110000e+08  
Other Stockholder Equity         -8.360000e+08  
Property Plant Equipment          1.418500e+10  
Total Current Assets              3.969000e+09  
Net Tangible Assets               5.128000e+09  
Long Term Debt                    7.712000e+09  
Capital Surplus                   5.859000e+09  
Retained Earnings                 1.550000e+08  
Good Will                         3.600000e+08  
Deferred Long Term Asset Charges  2.100000e+07  
Long Term Investments             4.000000e+06  
Net Receivables                   1.002000e+09  
Inventory                         2.410000e+08  
Accounts Payable                  1.780000e+08  ]
['quarterly_cashflow',                                              2022-03-31   2021-12-31  \
Change To Liabilities                      0.000000e+00   72000000.0   
Total Cashflows From Investing Activities -5.220000e+08 -510000000.0   
Net Borrowings                            -5.060000e+08  -53000000.0   
Total Cash From Financing Activities      -6.650000e+08  -95000000.0   
Change To Operating Activities            -1.108000e+09  -51000000.0   
Issuance Of Stock                          3.300000e+07  110000000.0   
Net Income                                 4.170000e+08  265000000.0   
Change In Cash                            -1.343000e+09  294000000.0   
Total Cash From Operating Activities      -1.560000e+08  899000000.0   
Depreciation                               3.430000e+08  403000000.0   
Dividends Paid                            -1.190000e+08  -77000000.0   
Other Cashflows From Financing Activities -7.300000e+07  -75000000.0   
Change To Netincome                        1.920000e+08  218000000.0   
Capital Expenditures                      -5.460000e+08 -509000000.0   
Other Cashflows From Investing Activities           NaN   -1000000.0   
Change To Inventory                                 NaN   38000000.0   
Change To Account Receivables                       NaN -215000000.0   

                                            2021-09-30   2021-06-30  
Change To Liabilities                      225000000.0   71000000.0  
Total Cashflows From Investing Activities -370000000.0  -60000000.0  
Net Borrowings                             287000000.0  -69000000.0  
Total Cash From Financing Activities      -256000000.0 -161000000.0  
Change To Operating Activities             -74000000.0  -37000000.0  
Issuance Of Stock                          110000000.0   75000000.0  
Net Income                                 115000000.0  -73000000.0  
Change In Cash                             -11000000.0  564000000.0  
Total Cash From Operating Activities       615000000.0  785000000.0  
Depreciation                               207000000.0  538000000.0  
Dividends Paid                             -77000000.0  -77000000.0  
Other Cashflows From Financing Activities -466000000.0  -90000000.0  
Change To Netincome                        309000000.0  194000000.0  
Capital Expenditures                      -498000000.0 -355000000.0  
Other Cashflows From Investing Activities   -2000000.0   -2000000.0  
Change To Inventory                        -40000000.0  -22000000.0  
Change To Account Receivables             -218000000.0   14000000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
2Q2021   1535000000  -73000000
3Q2021   1717000000  115000000
4Q2021   2188000000  265000000
1Q2022   2252000000  417000000]
['quarterly_financials',                                           2022-03-31    2021-12-31  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        702000000.0   568000000.0   
Minority Interest                        740000000.0   726000000.0   
Net Income                               417000000.0   265000000.0   
Selling General Administrative           423000000.0   402000000.0   
Gross Profit                            1570000000.0  1516000000.0   
Ebit                                     803000000.0   685000000.0   
Operating Income                         803000000.0   685000000.0   
Other Operating Expenses                 -36000000.0   -14000000.0   
Interest Expense                        -123000000.0  -121000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       197000000.0   212000000.0   
Total Revenue                           2252000000.0  2188000000.0   
Total Operating Expenses                1449000000.0  1503000000.0   
Cost Of Revenue                          682000000.0   672000000.0   
Total Other Income Expense Net          -101000000.0  -117000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           505000000.0   356000000.0   
Net Income Applicable To Common Shares   417000000.0   265000000.0   

                                          2021-09-30    2021-06-30  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        328000000.0   135000000.0  
Minority Interest                        647000000.0  1044000000.0  
Net Income                               115000000.0   -73000000.0  
Selling General Administrative           409000000.0   399000000.0  
Gross Profit                            1195000000.0  1213000000.0  
Ebit                                     424000000.0   254000000.0  
Operating Income                         424000000.0   254000000.0  
Other Operating Expenses                 -23000000.0   -20000000.0  
Interest Expense                        -125000000.0  -118000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                       143000000.0   122000000.0  
Total Revenue                           1717000000.0  1535000000.0  
Total Operating Expenses                1293000000.0  1281000000.0  
Cost Of Revenue                          522000000.0   322000000.0  
Total Other Income Expense Net           -96000000.0  -119000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           185000000.0    13000000.0  
Net Income Applicable To Common Shares   115000000.0   -73000000.0  ]
['mutualfund_holders',                                    Holder   Shares Date Reported   % Out  \
0   Select Sector SPDR Fund-Energy Select  8106371    2022-01-30  0.0260   
1  Vanguard Total Stock Market Index Fund  7922572    2021-12-30  0.0255   
2                  Dodge & Cox Stock Fund  6588763    2021-12-30  0.0212   
3             Vanguard Mid-Cap Index Fund  6303240    2021-12-30  0.0203   
4                  Vanguard/Primecap Fund  6049200    2021-12-30  0.0194   
5                 Vanguard 500 Index Fund  5837872    2021-12-30  0.0188   
6            Fidelity Growth Company Fund  3600791    2022-02-27  0.0116   
7                  SPDR S&P 500 ETF Trust  2920036    2022-01-30  0.0094   
8                 Fidelity 500 Index Fund  2822946    2022-02-27  0.0091   
9    Fidelity Series Large Cap Stock Fund  2618572    2022-02-27  0.0084   

       Value  
0  748136979  
1  586508005  
2  487766124  
3  466628857  
4  447822276  
5  432177664  
6  363895938  
7  269490122  
8  285286922  
9  264632886  ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           6.36
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       6.97
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             31.78
highestControversy                       2
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           68.13
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     18.44
governancePercentile                     0
militaryContract                     False]
symbol: VRTX
sector: Healthcare
Index: SP500
vol_30d_2yr: 38800428.125
Sector 1YMF: -30.810012817382812
1YMF: -30.810012817382812
risk trend factor: -0.6309648097901237
          beta currentRatio debtToEquity earningsGrowth      ebitda  \
VRTX  0.549001        4.752        7.999          0.189  3061199872   

     ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
VRTX       0.38517  17.05055   1882163968       0.4956   3619100000   

     heldPercentInstitutions       industry    marketCap operatingCashflow  \
VRTX                 0.94055  Biotechnology  67286843392        2678700032   

     operatingMargins payoutRatio pegRatio priceToBook  \
VRTX          0.36848           0     1.59    6.164823   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
VRTX                      8.46631       0.30841      4.372        0.13881   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
VRTX         0.2465         0.216           30.97  Healthcare   

     sharesOutstanding shortRatio   totalCash totalCashPerShare  totalDebt  \
VRTX         255756000       2.03  8238099968            32.211  872499968   

     totalRevenue trailingPE  
VRTX   7947599872  27.766752  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 263.089996 245.480961 263.090794 280.700626 264.090635 12.86454 238.361554 289.819715
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VRTX 0.879467 263.089996 38800428.125 0.668594 0.264015 0.438798
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 1124.9774062203103 1540.4240204902003
test cv mean error, stdev (10 folds): 1046.6926575477005 1594.6105683465257
sell date: 2022-08-05
expected return: 0.10078056003004886
discounted return: 0.002002408985750437
quarter return: 1.2020608142130922
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19', '2026-03-20')]
['sustainability',                                  Value
2022-5                                
palmOil                          False
controversialWeapons             False
gambling                         False
socialScore                      15.22
nuclear                          False
furLeather                       False
alcoholic                        False
gmo                              False
catholic                          True
socialPercentile                  None
peerCount                           83
governanceScore                    7.4
environmentPercentile             None
animalTesting                     True
tobacco                          False
totalEsg                         23.33
highestControversy                   2
esgPerformance                AVG_PERF
coal                             False
pesticides                       False
adult                            False
percentile                       36.46
peerGroup              Pharmaceuticals
smallArms                        False
environmentScore                  0.71
governancePercentile              None
militaryContract                 False]
symbol: HALO
sector: Healthcare
Index: SP400
vol_30d_2yr: 23895179.6875
Sector 1YMF: -7.439998626708984
1YMF: -7.439998626708984
risk trend factor: -0.6397246726921165
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
HALO  1.317156        7.907       446.55         -0.093  277299008   

     ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
HALO       0.62552  16.470148    197384992      0.73588    326225000   

     heldPercentInstitutions       industry   marketCap operatingCashflow  \
HALO                  0.9669  Biotechnology  6214338560         299440000   

     operatingMargins payoutRatio pegRatio priceToBook  \
HALO          0.62237           0     0.92   22.081041   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
HALO                    14.018043       0.90842      7.101        0.20475   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
HALO        2.31442        -0.162           3.152  Healthcare   

     sharesOutstanding shortRatio  totalCash totalCashPerShare  totalDebt  \
HALO         140787008       8.67  740921984             5.381  879494016   

     totalRevenue trailingPE  
HALO    443310016  15.871989  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 44.139999 42.492536 44.943651 47.394766 42.266984 2.620388 37.026208 47.50776
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
HALO 0.928279 44.139999 23895179.6875 0.628597 0.811654 0.443799
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 24.150450995704862 24.173104041641793
test cv mean error, stdev (10 folds): 26.226303504889792 24.400247036284366
sell date: 2022-09-16
expected return: 0.06919154943054201
discounted return: 0.000743640826211367
quarter return: 1.0707823296696473
['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   2.563470e+08  4.072290e+08  4.618970e+08   
Total Liab                        9.074760e+08  9.037460e+08  9.061150e+08   
Total Stockholder Equity          1.969530e+08  2.816740e+08  1.197480e+08   
Other Current Liab                1.746000e+06  2.245000e+06  1.247000e+06   
Total Assets                      1.104429e+09  1.185420e+09  1.025863e+09   
Common Stock                      1.380000e+05  1.410000e+05  1.420000e+05   
Retained Earnings                -5.891200e+07 -1.256820e+08 -3.422670e+08   
Other Liab                        2.965000e+06  2.530000e+06  4.026000e+06   
Treasury Stock                   -6.200000e+05 -1.400000e+04 -2.400000e+04   
Other Assets                      1.693480e+08  1.585330e+08  1.598100e+07   
Cash                              1.187190e+08  4.916830e+08  4.469660e+08   
Total Current Liabilities         1.171470e+08  1.131530e+08  1.142510e+08   
Deferred Long Term Asset Charges  1.554340e+08  1.424810e+08           NaN   
Short Long Term Debt              8.941900e+07  8.925100e+07  8.916700e+07   
Other Stockholder Equity         -6.200000e+05 -1.400000e+04 -2.400000e+04   
Property Plant Equipment          8.794000e+06  9.588000e+06  1.013200e+07   
Total Current Assets              9.262870e+08  1.017299e+09  9.997500e+08   
Net Tangible Assets               1.969530e+08  2.816740e+08  1.197480e+08   
Short Term Investments            6.222030e+08  3.242370e+08  3.083430e+08   
Net Receivables                   9.097500e+07  1.120990e+08  1.531960e+08   
Long Term Debt                    7.872550e+08  7.864540e+08  7.855710e+08   
Inventory                         5.390800e+07  5.597800e+07  5.855400e+07   
Accounts Payable                  1.541000e+06  3.322000e+06  4.563000e+06   

                                   2021-03-31  
Capital Surplus                   501186000.0  
Total Liab                        898987000.0  
Total Stockholder Equity           67595000.0  
Other Current Liab                  1746000.0  
Total Assets                      966582000.0  
Common Stock                         143000.0  
Retained Earnings                -433725000.0  
Other Liab                          4337000.0  
Treasury Stock                        -9000.0  
Other Assets                       14497000.0  
Cash                              499450000.0  
Total Current Liabilities         107421000.0  
Deferred Long Term Asset Charges          NaN  
Short Long Term Debt               89042000.0  
Other Stockholder Equity              -9000.0  
Property Plant Equipment           10366000.0  
Total Current Assets              941719000.0  
Net Tangible Assets                67595000.0  
Short Term Investments            264856000.0  
Net Receivables                    88391000.0  
Long Term Debt                    784731000.0  
Inventory                          58343000.0  
Accounts Payable                     535000.0  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Investments                               -299311000.0  -16458000.0   
Change To Liabilities                        3473000.0   -2513000.0   
Total Cashflows From Investing Activities -299469000.0  -16954000.0   
Total Cash From Financing Activities      -156011000.0  -60068000.0   
Change To Operating Activities              -5042000.0    -682000.0   
Issuance Of Stock                            4310000.0    4648000.0   
Net Income                                  66770000.0  216587000.0   
Change In Cash                            -372964000.0   44717000.0   
Repurchase Of Stock                       -160321000.0  -64716000.0   
Total Cash From Operating Activities        82516000.0  121739000.0   
Depreciation                                  773000.0     751000.0   
Change To Inventory                          2219000.0    2725000.0   
Change To Account Receivables               21124000.0   41097000.0   
Change To Netincome                         -7769000.0 -137194000.0   
Capital Expenditures                         -158000.0    -496000.0   
Other Cashflows From Financing Activities          NaN          NaN   
Net Borrowings                                     NaN          NaN   

                                           2021-06-30   2021-03-31  
Investments                               -44083000.0  -44980000.0  
Change To Liabilities                       6833000.0   -6626000.0  
Total Cashflows From Investing Activities -44616000.0  -45250000.0  
Total Cash From Financing Activities      -44757000.0  338701000.0  
Change To Operating Activities             -3496000.0   -2335000.0  
Issuance Of Stock                           3578000.0    3578000.0  
Net Income                                 91458000.0   27895000.0  
Change In Cash                            -52484000.0  351747000.0  
Repurchase Of Stock                       -48240000.0  -76781000.0  
Total Cash From Operating Activities       36889000.0   58296000.0  
Depreciation                                 735000.0     738000.0  
Change To Inventory                          -86000.0    2513000.0  
Change To Account Receivables             -64805000.0    9339000.0  
Change To Netincome                         5285000.0   26031000.0  
Capital Expenditures                        -533000.0    -270000.0  
Other Cashflows From Financing Activities    -95000.0    -329000.0  
Net Borrowings                                    NaN  415811000.0  ]
['quarterly_earnings',            Revenue   Earnings
Quarter                      
1Q2021    89022000   27895000
2Q2021   136455000   91458000
3Q2021   115830000  216587000
4Q2021   102003000   66770000]
['quarterly_financials',                                          2021-12-31   2021-09-30   2021-06-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        54810000.0   74106000.0   91516000.0   
Minority Interest                              None         None         None   
Net Income                               66770000.0  216587000.0   91458000.0   
Selling General Administrative           13774000.0   13169000.0   12321000.0   
Gross Profit                             70308000.0   88755000.0  105368000.0   
Ebit                                     56534000.0   75586000.0   93047000.0   
Operating Income                         56534000.0   75586000.0   93047000.0   
Other Operating Expenses                       None         None         None   
Interest Expense                         -2055000.0   -1754000.0   -1752000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                      -11960000.0 -142481000.0      58000.0   
Total Revenue                           102003000.0  115830000.0  136455000.0   
Total Operating Expenses                 45469000.0   40244000.0   43408000.0   
Cost Of Revenue                          31695000.0   27075000.0   31087000.0   
Total Other Income Expense Net           -1724000.0   -1480000.0   -1531000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           66770000.0  216587000.0   91458000.0   
Net Income Applicable To Common Shares   66770000.0  216587000.0   91458000.0   

                                        2021-03-31  
Research Development                          None  
Effect Of Accounting Charges                  None  
Income Before Tax                       28086000.0  
Minority Interest                             None  
Net Income                              27895000.0  
Selling General Administrative          11059000.0  
Gross Profit                            61794000.0  
Ebit                                    50735000.0  
Operating Income                        50735000.0  
Other Operating Expenses                      None  
Interest Expense                        -1965000.0  
Extraordinary Items                           None  
Non Recurring                                 None  
Other Items                                   None  
Income Tax Expense                        191000.0  
Total Revenue                           89022000.0  
Total Operating Expenses                38287000.0  
Cost Of Revenue                         27228000.0  
Total Other Income Expense Net         -22649000.0  
Discontinued Operations                       None  
Net Income From Continuing Ops          27895000.0  
Net Income Applicable To Common Shares  27895000.0  ]
['mutualfund_holders',                                             Holder   Shares Date Reported  \
0                           Artisan Small Cap Fund  4559968    2021-12-30   
1           Vanguard Total Stock Market Index Fund  4001847    2021-12-30   
2                      iShares Core S&P Midcap ETF  3916016    2022-01-30   
3                    Vanguard Small-Cap Index Fund  3542071    2021-12-30   
4                         iShares Russell 2000 ETF  3147979    2022-01-30   
5             Vanguard Small-Cap Growth Index Fund  2205668    2021-12-30   
6                  JP Morgan Small Cap Growth Fund  2045628    2021-12-30   
7              Vanguard Extended Market Index Fund  1844833    2021-12-30   
8     SPDR (R) Ser Tr-SPDR (R) S&P (R) Biotech ETF  1788558    2022-01-30   
9  Delaware Group Equity Fds V-Small Cap Core Fund  1749009    2022-02-27   

    % Out      Value  
0  0.0331  183356313  
1  0.0290  160914267  
2  0.0284  135533313  
3  0.0257  142426674  
4  0.0228  108951553  
5  0.0160   88689910  
6  0.0148   82254701  
7  0.0134   74180734  
8  0.0130   61901992  
9  0.0127   62037349  ]
['options', ('2023-01-20',)]
symbol: CSL
sector: Industrials
Index: SP400
vol_30d_2yr: 6905512.5
Sector 1YMF: -29.350021362304688
1YMF: -29.350021362304688
risk trend factor: -0.659254684314124
         beta currentRatio debtToEquity dividendRate dividendYield  \
CSL  0.990471        1.875      109.341         2.16        0.0092   

    earningsGrowth      ebitda ebitdaMargins  forwardPE freeCashflow  \
CSL          2.778  1004600000       0.18723  12.469963    163500000   

    grossMargins grossProfits heldPercentInstitutions  \
CSL      0.29288   1324400000                 0.92743   

                          industry    marketCap operatingCashflow  \
CSL  Building Products & Equipment  12126400512         402400000   

    operatingMargins payoutRatio pegRatio priceToBook  \
CSL          0.14606      0.2141     0.94    4.504965   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
CSL                     2.259985       0.10494      1.151        0.07492   

    returnOnEquity revenueGrowth revenuePerShare       sector  \
CSL         0.2091          0.59         102.644  Industrials   

    sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
CSL          51698500       1.91  291700000             5.659  2928800000   

    totalRevenue trailingPE  
CSL   5365700096  22.111614  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 234.559998 232.555741 252.299205 272.042669 250.260634 9.078125 232.104383 268.416885
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
CSL 0.893561 234.559998 6905512.5 0.754731 0.961206 0.453537
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -141.5800018310547
Sector Volume Factor: 0.8696853533786545
Sector Risk Trend Factor: -4.514668337867341
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 497.44209929377934 367.5632189484563
test cv mean error, stdev (10 folds): 491.75210128490096 385.0414039130602
sell date: 2022-09-23
expected return: 0.05922921392781611
discounted return: 0.0005933871901875332
quarter return: 1.056092135407889
['quarterly_balance_sheet',                                     2022-03-31    2021-12-31    2021-09-30  \
Intangible Assets                 1.980900e+09  2.008700e+09  1.599400e+09   
Capital Surplus                   4.835000e+08  4.815000e+08  4.738000e+08   
Total Liab                        4.644400e+09  4.617300e+09  4.529800e+09   
Total Stockholder Equity          2.678600e+09  2.629500e+09  2.544800e+09   
Other Current Liab                8.220000e+07  8.010000e+07  7.060000e+07   
Total Assets                      7.323000e+09  7.246800e+09  7.074600e+09   
Common Stock                      7.870000e+07  7.870000e+07  7.870000e+07   
Other Current Assets              9.020000e+07  2.848000e+08  2.512000e+08   
Retained Earnings                 4.402600e+09  4.237700e+09  4.137900e+09   
Other Liab                        8.791000e+08  8.080000e+08  7.545000e+08   
Good Will                         2.215000e+09  2.199000e+09  2.539500e+09   
Treasury Stock                   -2.286200e+09 -2.168400e+09 -2.145600e+09   
Other Assets                      1.292000e+08  4.690000e+07  1.198000e+08   
Cash                              2.917000e+08  3.244000e+08  2.956000e+08   
Total Current Liabilities         1.188600e+09  1.169500e+09  8.513000e+08   
Short Long Term Debt              3.521000e+08  3.520000e+08  2.400000e+06   
Other Stockholder Equity         -1.014000e+08 -1.052000e+08 -1.012000e+08   
Property Plant Equipment          7.691000e+08  8.413000e+08  7.341000e+08   
Total Current Assets              2.228800e+09  2.150900e+09  2.081800e+09   
Net Tangible Assets              -1.517300e+09 -1.578200e+09 -1.594100e+09   
Net Receivables                   1.076200e+09  8.867000e+08  9.510000e+08   
Long Term Debt                    2.576700e+09  2.575400e+09  2.924000e+09   
Inventory                         7.289000e+08  6.051000e+08  5.489000e+08   
Accounts Payable                  5.209000e+08  4.324000e+08  4.810000e+08   
Deferred Long Term Asset Charges           NaN  4.000000e+05           NaN   

                                    2021-06-30  
Intangible Assets                 9.039000e+08  
Capital Surplus                   4.601000e+08  
Total Liab                        3.421400e+09  
Total Stockholder Equity          2.417900e+09  
Other Current Liab                1.617000e+08  
Total Assets                      5.839300e+09  
Common Stock                      7.870000e+07  
Other Current Assets              5.193000e+08  
Retained Earnings                 4.024200e+09  
Other Liab                        5.793000e+08  
Good Will                         1.640200e+09  
Treasury Stock                   -2.145100e+09  
Other Assets                      1.085000e+08  
Cash                              7.133000e+08  
Total Current Liabilities         7.617000e+08  
Short Long Term Debt              1.200000e+06  
Other Stockholder Equity         -1.028000e+08  
Property Plant Equipment          6.742000e+08  
Total Current Assets              2.512500e+09  
Net Tangible Assets              -1.262000e+08  
Net Receivables                   7.939000e+08  
Long Term Debt                    2.080400e+09  
Inventory                         4.626000e+08  
Accounts Payable                  3.871000e+08  
Deferred Long Term Asset Charges           NaN  ]
['quarterly_cashflow',                                             2022-03-31   2021-12-31  \
Investments                                 10300000.0  -20000000.0   
Change To Liabilities                       93700000.0  -47700000.0   
Total Cashflows From Investing Activities   81200000.0  -63200000.0   
Total Cash From Financing Activities      -158800000.0  -45800000.0   
Change To Operating Activities             -16200000.0  -17500000.0   
Issuance Of Stock                            7700000.0    8500000.0   
Net Income                                 193600000.0  128100000.0   
Change In Cash                             -32700000.0   28800000.0   
Repurchase Of Stock                       -137000000.0  -25100000.0   
Effect Of Exchange Rate                       600000.0     600000.0   
Total Cash From Operating Activities        44300000.0  137800000.0   
Depreciation                                64100000.0   49300000.0   
Other Cashflows From Investing Activities  126700000.0     100000.0   
Dividends Paid                             -28700000.0  -28300000.0   
Change To Inventory                       -122000000.0  -64400000.0   
Change To Account Receivables             -190700000.0   63200000.0   
Other Cashflows From Financing Activities    -800000.0    -900000.0   
Change To Netincome                         21800000.0   26800000.0   
Capital Expenditures                       -31100000.0  -45900000.0   
Net Borrowings                                     NaN          NaN   

                                             2021-09-30    2021-06-30  
Investments                               -2.000000e+07 -2.000000e+07  
Change To Liabilities                      2.110000e+07  0.000000e+00  
Total Cashflows From Investing Activities -1.359700e+09 -1.359700e+09  
Total Cash From Financing Activities       8.184000e+08  8.184000e+08  
Change To Operating Activities            -1.340000e+07 -1.340000e+07  
Issuance Of Stock                          3.180000e+07  3.180000e+07  
Net Income                                 1.421000e+08  9.930000e+07  
Change In Cash                            -4.177000e+08 -4.177000e+08  
Repurchase Of Stock                       -2.570000e+07 -2.570000e+07  
Effect Of Exchange Rate                   -9.000000e+05 -9.000000e+05  
Total Cash From Operating Activities       1.245000e+08  1.245000e+08  
Depreciation                               5.680000e+07  5.680000e+07  
Other Cashflows From Investing Activities  2.480000e+08  2.480000e+08  
Dividends Paid                            -2.820000e+07 -2.820000e+07  
Change To Inventory                       -3.180000e+07 -3.180000e+07  
Change To Account Receivables             -8.000000e+07 -8.000000e+07  
Other Cashflows From Financing Activities -2.100000e+06 -2.100000e+06  
Change To Netincome                        2.970000e+07  2.970000e+07  
Capital Expenditures                      -3.380000e+07 -3.380000e+07  
Net Borrowings                             8.426000e+08  8.426000e+08  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
2Q2021   1177800000   99300000
3Q2021   1315600000  142100000
4Q2021   1376000000  128100000
1Q2022   1496300000  193600000]
['quarterly_financials',                                           2022-03-31    2021-12-31  \
Research Development                      12300000.0    12900000.0   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        254800000.0   160200000.0   
Minority Interest                               None          None   
Net Income                               193600000.0   128100000.0   
Selling General Administrative           202800000.0   192400000.0   
Gross Profit                             492800000.0   393100000.0   
Ebit                                     279400000.0   194400000.0   
Operating Income                         279400000.0   194400000.0   
Other Operating Expenses                  -1700000.0    -6600000.0   
Interest Expense                         -22600000.0   -22100000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                        60500000.0    29400000.0   
Total Revenue                           1496300000.0  1376000000.0   
Total Operating Expenses                1216900000.0  1181600000.0   
Cost Of Revenue                         1003500000.0   982900000.0   
Total Other Income Expense Net           -24600000.0   -34200000.0   
Discontinued Operations                    -700000.0    -2700000.0   
Net Income From Continuing Ops           194300000.0   130800000.0   
Net Income Applicable To Common Shares   193100000.0   127800000.0   

                                          2021-09-30    2021-06-30  
Research Development                      12800000.0    13600000.0  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        146000000.0   113900000.0  
Minority Interest                               None          None  
Net Income                               142100000.0    99300000.0  
Selling General Administrative           192000000.0   158800000.0  
Gross Profit                             374300000.0   311300000.0  
Ebit                                     169800000.0   140600000.0  
Operating Income                         169800000.0   140600000.0  
Other Operating Expenses                   -300000.0    -1700000.0  
Interest Expense                         -19800000.0   -19200000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        33000000.0    19800000.0  
Total Revenue                           1315600000.0  1177800000.0  
Total Operating Expenses                1145800000.0  1037200000.0  
Cost Of Revenue                          941300000.0   866500000.0  
Total Other Income Expense Net           -23800000.0   -26700000.0  
Discontinued Operations                   29100000.0     5200000.0  
Net Income From Continuing Ops           113000000.0    94100000.0  
Net Income Applicable To Common Shares   141600000.0    99100000.0  ]
['mutualfund_holders',                                            Holder   Shares Date Reported  \
0         Eaton Vance Atlanta Capital SMID-Cap Fd  2086432    2022-03-30   
1            Allspring Special Mid Cap Value Fund  1937600    2022-04-29   
2          Vanguard Total Stock Market Index Fund  1503083    2022-03-30   
3                     iShares Core S&P Midcap ETF  1491400    2022-04-29   
4                   Vanguard Small-Cap Index Fund  1306067    2022-03-30   
5                    JP Morgan Mid Cap Value Fund   980782    2022-03-30   
6  Franklin Managed Trust - Rising Dividends Fund   958729    2022-03-30   
7             Vanguard Small Cap Value Index Fund   854878    2022-03-30   
8             Vanguard Extended Market Index Fund   689676    2022-03-30   
9                  Oakmark Equity and Income Fund   614375    2022-03-30   

    % Out      Value  
0  0.0404  513095357  
1  0.0375  502535936  
2  0.0291  369638171  
3  0.0288  386809504  
4  0.0253  321187996  
5  0.0190  241193909  
6  0.0185  235770635  
7  0.0165  210231597  
8  0.0133  169605121  
9  0.0119  151087100  ]
['sustainability',                                    Value
2022-5                                  
palmOil                            False
controversialWeapons               False
gambling                           False
socialScore                         3.67
nuclear                            False
furLeather                         False
alcoholic                          False
gmo                                False
catholic                           False
socialPercentile                    None
peerCount                             15
governanceScore                     6.31
environmentPercentile               None
animalTesting                      False
tobacco                            False
totalEsg                           20.97
highestControversy                     0
esgPerformance                  AVG_PERF
coal                               False
pesticides                         False
adult                              False
percentile                         27.74
peerGroup              Building Products
smallArms                          False
environmentScore                   10.99
governancePercentile                None
militaryContract                   False]
symbol: NFG
sector: Energy
Index: SP400
vol_30d_2yr: 10051408.984375
Sector 1YMF: -7.5399932861328125
1YMF: -7.5399932861328125
risk trend factor: -0.6904756914314619
        beta currentRatio debtToEquity dividendRate dividendYield  \
NFG  0.65625        0.335      153.726         1.82        0.0245   

    earningsGrowth      ebitda ebitdaMargins  forwardPE freeCashflow  \
NFG           0.48  1072884992        0.5368  10.970457    493999136   

    grossMargins grossProfits heldPercentInstitutions              industry  \
NFG      0.59349   1095026000                 0.77105  Oil & Gas Integrated   

      marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
NFG  6792414208         800038976          0.36285      0.3534     1.31   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
NFG    3.644438                     3.398482       0.23674      0.222   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
NFG        0.06076        0.23881         0.273          21.899  Energy   

    sharesOutstanding shortRatio totalCash totalCashPerShare   totalDebt  \
NFG          91455696       4.03  52569000             0.575  2864929024   

    totalRevenue trailingPE  
NFG   1998660992   14.41576  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 65.440002 66.196732 71.468095 76.739458 70.233492 2.539221 65.155049 75.311934
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
NFG 1.09896 65.440002 10051408.984375 0.723622 0.865522 0.460844
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 18.32475491962216 15.305691880232668
test cv mean error, stdev (10 folds): 19.915628892149904 15.16655093435223
sell date: 2022-08-05
expected return: 0.09478769729193245
discounted return: 0.0018884571584556475
quarter return: 1.1895489675093711
['options', ('2022-07-15',)]
symbol: CAL
sector: Consumer Cyclical
Index: SP600
vol_30d_2yr: 13624561.71875
Sector 1YMF: -7.140003204345703
1YMF: -7.140003204345703
risk trend factor: -0.6945527944974851
         beta currentRatio debtToEquity dividendRate dividendYield  \
CAL  2.076225        0.873      244.795         0.28        0.0105   

    earningsGrowth     ebitda ebitdaMargins forwardPE freeCashflow  \
CAL           7.25  301993984       0.10507  5.692308     52809000   

    grossMargins grossProfits heldPercentInstitutions                industry  \
CAL      0.44516   1227317000                 0.94973  Footwear & Accessories   

     marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
CAL  978686976         117749000           0.0892      0.0593     0.45   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
CAL    2.832235                     0.340521       0.06311      0.212   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
CAL        0.08588        0.64377         0.151          78.491   

                sector sharesOutstanding shortRatio totalCash  \
CAL  Consumer Cyclical          36737500       3.21  33717000   

    totalCashPerShare  totalDebt totalRevenue trailingPE  
CAL             0.918  876433984   2874084096    5.65365  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 26.639999 22.454831 27.003651 31.55247 23.73746 3.136263 17.464934 30.009987
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
CAL 1.602114 26.639999 13624561.71875 0.862213 0.418598 0.505598
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -359.96002197265625
Sector Volume Factor: 1.2928194874233667
Sector Risk Trend Factor: -4.72140697901556
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 17.57251282551596 17.244721751582233
test cv mean error, stdev (10 folds): 19.098450198852767 17.3639033916298
sell date: 2022-07-22
expected return: 0.14002055143421874
discounted return: 0.0038617400183567074
quarter return: 1.4256043699011531
['quarterly_balance_sheet',                              2022-01-29    2021-10-30    2021-07-31  \
Intangible Assets          2.443470e+08  2.256690e+08  2.288210e+08   
Capital Surplus            1.688300e+08  1.654750e+08  1.621220e+08   
Total Liab                 1.520539e+09  1.568813e+09  1.587607e+09   
Total Stockholder Equity   3.185700e+08  3.010980e+08  2.406970e+08   
Minority Interest          4.817000e+06  4.647000e+06  4.594000e+06   
Other Current Liab         2.802200e+07  8.162900e+07  7.465000e+07   
Total Assets               1.843926e+09  1.874558e+09  1.832898e+09   
Common Stock               3.760000e+05  3.830000e+05  3.830000e+05   
Other Current Assets       1.735500e+07  7.789000e+06  8.361000e+06   
Retained Earnings          1.579700e+08  1.437110e+08  8.676400e+07   
Other Liab                 4.201700e+07  4.596700e+07  4.565200e+07   
Good Will                  4.956000e+06  4.956000e+06  4.956000e+06   
Treasury Stock            -8.606000e+06 -8.471000e+06 -8.572000e+06   
Other Assets               1.044790e+08  1.254110e+08  1.220950e+08   
Cash                       3.011500e+07  7.477200e+07  5.468400e+07   
Total Current Liabilities  1.025613e+09  1.070060e+09  9.786690e+08   
Other Stockholder Equity  -8.606000e+06 -8.471000e+06 -8.572000e+06   
Property Plant Equipment   6.536680e+08  6.558240e+08  6.696630e+08   
Total Current Assets       8.364760e+08  8.626980e+08  8.073630e+08   
Net Tangible Assets        6.926700e+07  7.047300e+07  6.920000e+06   
Net Receivables            1.553090e+08  1.969180e+08  1.455480e+08   
Inventory                  5.968070e+08  5.432180e+08  5.655120e+08   
Accounts Payable           3.314700e+08  3.520840e+08  3.487950e+08   
Short Long Term Debt                NaN  9.959800e+07  9.954000e+07   
Long Term Debt                      NaN           NaN  9.954000e+07   

                             2021-05-01  
Intangible Assets          2.319680e+08  
Capital Surplus            1.593810e+08  
Total Liab                 1.596167e+09  
Total Stockholder Equity   2.028690e+08  
Minority Interest          3.787000e+06  
Other Current Liab         6.158200e+07  
Total Assets               1.802823e+09  
Common Stock               3.830000e+05  
Other Current Assets       8.169000e+06  
Retained Earnings          5.204100e+07  
Other Liab                 4.090900e+07  
Good Will                  4.956000e+06  
Treasury Stock            -8.936000e+06  
Other Assets               1.176520e+08  
Cash                       9.824400e+07  
Total Current Liabilities  8.659370e+08  
Other Stockholder Equity  -8.936000e+06  
Property Plant Equipment   6.911290e+08  
Total Current Assets       7.571180e+08  
Net Tangible Assets       -3.405500e+07  
Net Receivables            1.685480e+08  
Inventory                  4.452990e+08  
Accounts Payable           2.933090e+08  
Short Long Term Debt                NaN  
Long Term Debt             1.989660e+08  ]
['quarterly_cashflow',                                            2022-01-29  2021-10-30  \
Change To Liabilities                     -20532000.0   3271000.0   
Total Cashflows From Investing Activities  -9586000.0  -5162000.0   
Net Borrowings                             15000000.0 -25000000.0   
Total Cash From Financing Activities      -13729000.0 -28891000.0   
Change To Operating Activities              4322000.0  -4915000.0   
Net Income                                 33854000.0  59622000.0   
Change In Cash                            -44657000.0  20088000.0   
Repurchase Of Stock                       -16965000.0 -16965000.0   
Effect Of Exchange Rate                      -55000.0    -40000.0   
Total Cash From Operating Activities      -21287000.0  54181000.0   
Depreciation                               11574000.0  11428000.0   
Dividends Paid                             -2637000.0  -2675000.0   
Change To Inventory                       -53855000.0  22361000.0   
Change To Account Receivables              39190000.0 -51202000.0   
Other Cashflows From Financing Activities  -9127000.0  -1216000.0   
Change To Netincome                       -39462000.0   7073000.0   
Capital Expenditures                       -7956000.0  -3621000.0   

                                            2021-07-31  2021-05-01  
Change To Liabilities                       55532000.0  12665000.0  
Total Cashflows From Investing Activities   -5520000.0  -3877000.0  
Net Borrowings                            -100000000.0 -50000000.0  
Total Cash From Financing Activities      -103151000.0 -56614000.0  
Change To Operating Activities              35388000.0 -14740000.0  
Net Income                                  37396000.0   6147000.0  
Change In Cash                             -43560000.0   9949000.0  
Repurchase Of Stock                        -16965000.0 -16965000.0  
Effect Of Exchange Rate                       -58000.0     62000.0  
Total Cash From Operating Activities        65169000.0  70378000.0  
Depreciation                                11543000.0  12092000.0  
Dividends Paid                              -2673000.0  -2663000.0  
Change To Inventory                       -120340000.0  43062000.0  
Change To Account Receivables               24567000.0  -5553000.0  
Other Cashflows From Financing Activities    -478000.0  -3951000.0  
Change To Netincome                         10711000.0  14844000.0  
Capital Expenditures                        -4157000.0  -2659000.0  ]
['quarterly_earnings',            Revenue  Earnings
Quarter                     
2Q2021   638636000   6147000
3Q2021   675531000  37396000
4Q2021   784156000  59622000
1Q2022   679281000  33854000]
['quarterly_financials',                                          2022-01-29   2021-10-30   2021-07-31  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        45184000.0   79444000.0   54711000.0   
Minority Interest                         4817000.0    4647000.0    4594000.0   
Net Income                               33854000.0   59622000.0   37396000.0   
Selling General Administrative          243378000.0  250289000.0  255941000.0   
Gross Profit                            294786000.0  335351000.0  322293000.0   
Ebit                                     37926000.0   85062000.0   66352000.0   
Operating Income                         37926000.0   85062000.0   66352000.0   
Other Operating Expenses                 13482000.0   13482000.0   13482000.0   
Interest Expense                         -2127000.0   -5069000.0  -11941000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       11243000.0   19759000.0   16559000.0   
Total Revenue                           679281000.0  784156000.0  675531000.0   
Total Operating Expenses                641355000.0  699094000.0  609179000.0   
Cost Of Revenue                         384495000.0  448805000.0  353238000.0   
Total Other Income Expense Net            7258000.0   -5618000.0  -11641000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           33941000.0   59685000.0   38152000.0   
Net Income Applicable To Common Shares   32609000.0   57482000.0   36036000.0   

                                         2021-05-01  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                         9906000.0  
Minority Interest                         3787000.0  
Net Income                                6147000.0  
Selling General Administrative          241007000.0  
Gross Profit                            274887000.0  
Ebit                                     33880000.0  
Operating Income                         33880000.0  
Other Operating Expenses                 13482000.0  
Interest Expense                        -11792000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                        3521000.0  
Total Revenue                           638636000.0  
Total Operating Expenses                604756000.0  
Cost Of Revenue                         363749000.0  
Total Other Income Expense Net          -23974000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops            6385000.0  
Net Income Applicable To Common Shares    5937000.0  ]
['mutualfund_holders',                                              Holder   Shares Date Reported  \
0                     iShares Core S&P Smallcap ETF  2729688    2022-04-29   
1            Vanguard Total Stock Market Index Fund  1036100    2022-03-30   
2                          iShares Russell 2000 ETF   822360    2022-04-29   
3                          Principal Small Cap Fund   634100    2022-01-30   
4                iShares S&P Smallcap 600 Value ETF   560015    2022-04-29   
5               Vanguard Extended Market Index Fund   513668    2022-03-30   
6                     Vanguard Small-Cap Index Fund   466896    2022-03-30   
7             Neuberger & Berman Intrinsic Value Fd   333511    2022-04-29   
8  SPDR (R) Ser Tr-SPDR S&P 600 Small Cap Value ETF   315466    2022-04-29   
9                   iShares Russell 2000 Growth ETF   299571    2022-04-29   

    % Out     Value  
0  0.0743  62591745  
1  0.0282  20027813  
2  0.0224  18856714  
3  0.0173  15205718  
4  0.0152  12841143  
5  0.0140   9929202  
6  0.0127   9025099  
7  0.0091   7647407  
8  0.0086   7233635  
9  0.0082   6869163  ]
['options', ('2022-08-19', '2022-12-16')]
symbol: UNM
sector: Financial Services
Index: SP400
vol_30d_2yr: 53508487.6953125
Sector 1YMF: -5.059993743896484
1YMF: -5.059993743896484
risk trend factor: -0.6950538380399589
         beta currentRatio debtToEquity dividendRate dividendYield  \
UNM  1.514215       24.407       30.875          1.2        0.0348   

    earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
UNM          0.179  1461100032       0.12162  6.460318    799987520   

    grossMargins grossProfits heldPercentInstitutions        industry  \
UNM      0.27461   3299100000                 0.88459  Insurance—Life   

      marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
UNM  6656989696        1387500032          0.11165      0.2622     0.65   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
UNM    0.598606                     0.554112        0.0686      5.019   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
UNM        0.01191        0.07396        -0.303          58.824   

                 sector sharesOutstanding shortRatio   totalCash  \
UNM  Financial Services         204452992       2.79  1463000064   

    totalCashPerShare   totalDebt totalRevenue trailingPE  
UNM             7.222  3524800000  12013800448    8.34444  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 32.560001 32.487871 35.250159 38.012447 33.449206 2.08965 29.269907 37.628506
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
UNM 0.872299 32.560001 53508487.695312 0.778725 0.43303 0.490172
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -72.2699966430664
Sector Volume Factor: 1.2707168073107045
Sector Risk Trend Factor: -4.617890709055871
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 20.10065423888112 26.485586786406316
test cv mean error, stdev (10 folds): 21.693367627808307 27.271433151349527
sell date: 2022-07-22
expected return: 0.052593715434335934
discounted return: 0.001508705287804446
quarter return: 1.1487751489032836
['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Intangible Assets          2.281000e+09  2.231500e+09  2.235700e+09   
Capital Surplus            2.408100e+09  2.398500e+09  2.386800e+09   
Total Liab                 5.869920e+10  5.947970e+10  5.986040e+10   
Total Stockholder Equity   1.141640e+10  1.111820e+10  1.094750e+10   
Other Current Liab         5.717000e+08  5.090000e+08  5.957000e+08   
Total Assets               7.011560e+10  7.059790e+10  7.080790e+10   
Common Stock               3.070000e+07  3.070000e+07  3.070000e+07   
Other Current Assets       1.152200e+10  1.170400e+10  1.202560e+10   
Retained Earnings          1.185320e+10  1.175480e+10  1.148760e+10   
Other Liab                 5.460270e+10  5.552930e+10  5.582330e+10   
Good Will                  3.522000e+08  3.521000e+08  3.533000e+08   
Treasury Stock            -2.875600e+09 -3.065800e+09 -2.957600e+09   
Other Assets               7.966200e+09  7.985200e+09  7.792900e+09   
Cash                       7.500000e+07  1.217000e+08  1.231000e+08   
Total Current Liabilities  5.943000e+08  5.090000e+08  5.957000e+08   
Other Stockholder Equity   3.541000e+08  1.139000e+08  2.221000e+08   
Property Plant Equipment   5.118000e+08  4.625000e+08  4.998000e+08   
Total Current Assets       1.450490e+10  1.484430e+10  1.537290e+10   
Long Term Investments      4.449950e+10  4.472230e+10  4.455330e+10   
Net Tangible Assets        1.106420e+10  1.076610e+10  1.059420e+10   
Short Term Investments     1.388000e+09  1.472700e+09  1.596600e+09   
Net Receivables            1.519900e+09  1.545900e+09  1.627600e+09   
Long Term Debt             3.442200e+09  3.441400e+09  3.441400e+09   

                             2021-03-31  
Intangible Assets          2.254800e+09  
Capital Surplus            2.380800e+09  
Total Liab                 5.868650e+10  
Total Stockholder Equity   1.057010e+10  
Other Current Liab         5.028000e+08  
Total Assets               6.925660e+10  
Common Stock               3.070000e+07  
Other Current Assets       1.221890e+10  
Retained Earnings          1.136320e+10  
Other Liab                 5.483690e+10  
Good Will                  3.530000e+08  
Treasury Stock            -3.204600e+09  
Other Assets               7.858300e+09  
Cash                       5.618000e+08  
Total Current Liabilities  5.028000e+08  
Other Stockholder Equity  -2.490000e+07  
Property Plant Equipment   5.006000e+08  
Total Current Assets       1.523620e+10  
Long Term Investments      4.305370e+10  
Net Tangible Assets        1.021710e+10  
Short Term Investments     7.561000e+08  
Net Receivables            1.699400e+09  
Long Term Debt             3.346800e+09  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Investments                               -306600000.0 -351100000.0   
Change To Liabilities                              0.0          0.0   
Total Cashflows From Investing Activities -434800000.0 -399100000.0   
Total Cash From Financing Activities         -100000.0  -57400000.0   
Change To Operating Activities             -47900000.0 -144100000.0   
Issuance Of Stock                            1500000.0     900000.0   
Net Income                                 159700000.0  328600000.0   
Change In Cash                             -46700000.0   -1400000.0   
Repurchase Of Stock                        -50000000.0  -50000000.0   
Total Cash From Operating Activities       388200000.0  455100000.0   
Depreciation                                29800000.0   30400000.0   
Other Cashflows From Investing Activities -100300000.0  -23200000.0   
Dividends Paid                             -61400000.0  -61300000.0   
Change To Account Receivables              250800000.0  145700000.0   
Other Cashflows From Financing Activities  109800000.0    3000000.0   
Change To Netincome                        -94500000.0   74700000.0   
Capital Expenditures                       -27900000.0  -24800000.0   
Net Borrowings                                     NaN          NaN   

                                             2021-06-30   2021-03-31  
Investments                               -1.125300e+09  603400000.0  
Change To Liabilities                      0.000000e+00          0.0  
Total Cashflows From Investing Activities -1.095300e+09  588600000.0  
Total Cash From Financing Activities      -4.960000e+07  -61800000.0  
Change To Operating Activities             1.010000e+08  254500000.0  
Issuance Of Stock                          6.000000e+05     800000.0  
Net Income                                 1.829000e+08  153000000.0  
Change In Cash                            -4.387000e+08  364800000.0  
Repurchase Of Stock                       -5.000000e+07  -50000000.0  
Total Cash From Operating Activities       7.062000e+08 -162000000.0  
Depreciation                               3.030000e+07   29300000.0  
Other Cashflows From Investing Activities  5.670000e+07   16100000.0  
Dividends Paid                            -5.830000e+07  -58400000.0  
Change To Account Receivables              2.770000e+08    4500000.0  
Other Cashflows From Financing Activities -8.000000e+07   -4200000.0  
Change To Netincome                       -2.530000e+07 -648200000.0  
Capital Expenditures                      -2.670000e+07  -30900000.0  
Net Borrowings                             8.810000e+07   88100000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021   3072000000  153000000
2Q2021   2993000000  182900000
3Q2021   2969700000  328600000
4Q2021   2979100000  159700000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        191700000.0   409900000.0   
Minority Interest                               None          None   
Net Income                               159700000.0   328600000.0   
Selling General Administrative           249300000.0   241600000.0   
Gross Profit                             753400000.0   947700000.0   
Ebit                                     242300000.0   466700000.0   
Operating Income                         242300000.0   466700000.0   
Other Operating Expenses                 261800000.0   239400000.0   
Interest Expense                         -50600000.0   -44700000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                        32000000.0    81300000.0   
Total Revenue                           2979100000.0  2969700000.0   
Total Operating Expenses                2736800000.0  2503000000.0   
Cost Of Revenue                         2225700000.0  2022000000.0   
Total Other Income Expense Net           -50600000.0   -56800000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           159700000.0   328600000.0   
Net Income Applicable To Common Shares   159700000.0   328600000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        262600000.0   198800000.0  
Minority Interest                               None          None  
Net Income                               182900000.0   153000000.0  
Selling General Administrative           247400000.0   236900000.0  
Gross Profit                             872900000.0   725100000.0  
Ebit                                     389100000.0   243200000.0  
Operating Income                         389100000.0   243200000.0  
Other Operating Expenses                 236400000.0   245000000.0  
Interest Expense                         -45300000.0   -44400000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        79700000.0    45800000.0  
Total Revenue                           2993000000.0  3072000000.0  
Total Operating Expenses                2603900000.0  2828800000.0  
Cost Of Revenue                         2120100000.0  2346900000.0  
Total Other Income Expense Net          -126500000.0   -44400000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           182900000.0   153000000.0  
Net Income Applicable To Common Shares   182900000.0   153000000.0  ]
['mutualfund_holders',                                      Holder    Shares Date Reported   % Out  \
0            Fidelity Low-Priced Stock Fund  13985534    2022-02-27  0.0695   
1               iShares Core S&P Midcap ETF   5665789    2022-01-30  0.0282   
2    Vanguard Total Stock Market Index Fund   5233494    2021-12-30  0.0260   
3             Vanguard Small-Cap Index Fund   4628560    2021-12-30  0.0230   
4               iShares Select Dividend ETF   4099983    2022-01-30  0.0204   
5              Vanguard Selected Value Fund   3668000    2022-01-30  0.0182   
6  Vanguard Fenway Funds-Equity Income Fund   3043945    2021-12-30  0.0151   
7       Vanguard Small Cap Value Index Fund   2937934    2021-12-30  0.0146   
8       Vanguard Extended Market Index Fund   2710121    2021-12-30  0.0135   
9           DFA U.S. Small Cap Value Series   2540837    2022-01-30  0.0126   

       Value  
0  390476109  
1  143797724  
2  128586947  
3  113723719  
4  104057568  
5   93093840  
6   74789728  
7   72185038  
8   66587672  
9   64486443  ]
['options', ('2023-01-20', '2024-01-19')]
['sustainability',                            Value
2022-5                          
palmOil                    False
controversialWeapons       False
gambling                   False
socialScore                 7.43
nuclear                    False
furLeather                 False
alcoholic                  False
gmo                        False
catholic                   False
socialPercentile               0
peerCount                     96
governanceScore            10.52
environmentPercentile          0
animalTesting              False
tobacco                    False
totalEsg                   20.03
highestControversy             1
esgPerformance              None
coal                       False
pesticides                 False
adult                      False
percentile                  24.5
peerGroup              Insurance
smallArms                  False
environmentScore            2.08
governancePercentile           0
militaryContract           False]
symbol: HSY
sector: Consumer Defensive
Index: SP500
vol_30d_2yr: 19940425.0
Sector 1YMF: -20.060012817382812
1YMF: -20.060012817382812
risk trend factor: -0.7068361298814138
        beta currentRatio debtToEquity dividendRate dividendYield  \
HSY  0.40098        0.958      182.251          3.6         0.016   

    earningsGrowth      ebitda ebitdaMargins  forwardPE freeCashflow  \
HSY          0.353  2543244032       0.27225  27.397606   1117503360   

    grossMargins grossProfits heldPercentInstitutions       industry  \
HSY      0.45457   4053818000                 0.76488  Confectioners   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
HSY  42443001856        2129710976          0.23712      0.4508     2.91   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
HSY   16.785889                     4.543436        0.1729       0.47   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
HSY        0.14067        0.62521         0.161          45.269   

                 sector sharesOutstanding shortRatio  totalCash  \
HSY  Consumer Defensive         145390000       2.17  338055008   

    totalCashPerShare   totalDebt totalRevenue trailingPE  
HSY             1.644  5313624064   9341609984   29.91144  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 206.029999 204.010093 209.173967 214.337841 217.173016 7.66194 201.849137 232.496895
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
HSY 1.169855 206.029999 19940425.0 0.759001 0.971853 0.450651
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -74.80001831054688
Sector Volume Factor: 1.4135920452708397
Sector Risk Trend Factor: -2.283970024749523
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 126.32128598822646 95.57167363837233
test cv mean error, stdev (10 folds): 136.94865844395548 93.83526155947202
sell date: 2022-07-22
expected return: 0.06675063231683906
discounted return: 0.001902314044301745
quarter return: 1.1910635388921387
['quarterly_balance_sheet',                                     2022-04-03    2021-12-31    2021-10-03  \
Intangible Assets                 2.309871e+09  2.298244e+09  1.726473e+09   
Capital Surplus                   1.243240e+09  1.260331e+09  1.240012e+09   
Total Liab                        7.729495e+09  7.655002e+09  6.902050e+09   
Total Stockholder Equity          2.915549e+09  2.757229e+09  2.528294e+09   
Other Current Liab                7.963500e+07  3.070000e+06  6.948200e+07   
Total Assets                      1.064504e+10  1.041223e+10  9.439183e+09   
Common Stock                      2.215530e+08  2.215530e+08  2.215530e+08   
Other Current Assets              1.325250e+08  1.276780e+08  1.304180e+08   
Retained Earnings                 3.071416e+09  2.719936e+09  2.565538e+09   
Other Liab                        7.628260e+08  7.641630e+08  7.335690e+08   
Good Will                         2.620594e+09  2.633174e+09  2.164580e+09   
Treasury Stock                   -1.620660e+09 -1.444591e+09 -1.498809e+09   
Other Assets                      2.027480e+08  2.036190e+08  1.613820e+08   
Cash                              3.380550e+08  3.292660e+08  6.755160e+08   
Total Current Liabilities         2.565637e+09  2.493313e+09  1.906495e+09   
Deferred Long Term Asset Charges  4.281700e+07  4.087300e+07  3.967400e+07   
Other Stockholder Equity         -2.420090e+08 -2.492150e+08 -2.984000e+08   
Property Plant Equipment          2.945013e+09  2.937899e+09  2.566939e+09   
Total Current Assets              2.457438e+09  2.246206e+09  2.741944e+09   
Long Term Investments             1.093800e+08  9.308900e+07  7.786500e+07   
Net Tangible Assets              -2.014916e+09 -2.174189e+09 -1.362759e+09   
Net Receivables                   8.684260e+08  6.714640e+08  8.412270e+08   
Long Term Debt                    4.022164e+09  4.020325e+09  4.016913e+09   
Inventory                         1.031503e+09  9.885110e+08  1.026541e+09   
Accounts Payable                  8.252310e+08  6.923380e+08  6.718550e+08   
Minority Interest                          NaN           NaN  8.839000e+06   
Short Long Term Debt                       NaN           NaN  2.812000e+06   

                                    2021-07-04  
Intangible Assets                 1.724699e+09  
Capital Surplus                   1.218708e+09  
Total Liab                        6.609970e+09  
Total Stockholder Equity          2.265049e+09  
Other Current Liab                5.203500e+07  
Total Assets                      8.883863e+09  
Common Stock                      2.215530e+08  
Other Current Assets              1.360040e+08  
Retained Earnings                 2.301805e+09  
Other Liab                        7.554160e+08  
Good Will                         2.166446e+09  
Treasury Stock                   -1.477017e+09  
Other Assets                      1.440380e+08  
Cash                              4.262010e+08  
Total Current Liabilities         1.587002e+09  
Deferred Long Term Asset Charges  3.436200e+07  
Other Stockholder Equity         -2.961360e+08  
Property Plant Equipment          2.547893e+09  
Total Current Assets              2.219181e+09  
Long Term Investments             8.160600e+07  
Net Tangible Assets              -1.626096e+09  
Net Receivables                   5.324010e+08  
Long Term Debt                    4.019067e+09  
Inventory                         1.060422e+09  
Accounts Payable                  6.156410e+08  
Minority Interest                 8.844000e+06  
Short Long Term Debt                       NaN  ]
['quarterly_cashflow',                                             2022-04-03    2021-12-31  \
Investments                                -22503000.0 -5.250000e+07   
Change To Liabilities                       98027000.0 -3.671400e+07   
Total Cashflows From Investing Activities -163966000.0 -1.383089e+09   
Net Borrowings                             -66690000.0  5.276340e+08   
Total Cash From Financing Activities      -463454000.0  3.566900e+08   
Change To Operating Activities             -23427000.0  1.461200e+07   
Issuance Of Stock                           16711000.0  9.849000e+06   
Net Income                                 533478000.0  3.355560e+08   
Change In Cash                               8789000.0 -3.462500e+08   
Repurchase Of Stock                       -232391000.0 -2.323910e+08   
Effect Of Exchange Rate                    -20258000.0  9.820000e+05   
Total Cash From Operating Activities       656467000.0  6.791670e+08   
Depreciation                                91036000.0  8.304900e+07   
Other Cashflows From Investing Activities    -400000.0 -5.900000e+05   
Dividends Paid                            -181084000.0 -1.807930e+08   
Change To Inventory                        -37320000.0  6.032100e+07   
Change To Account Receivables             -189621000.0  2.082220e+08   
Change To Netincome                         57036000.0  1.360390e+08   
Capital Expenditures                      -141063000.0 -1.484270e+08   

                                            2021-10-03   2021-07-04  
Investments                                -18472000.0  -32381000.0  
Change To Liabilities                      109684000.0   23662000.0  
Total Cashflows From Investing Activities -139619000.0 -563115000.0  
Net Borrowings                             201882000.0 -207988000.0  
Total Cash From Financing Activities         3865000.0 -549829000.0  
Change To Operating Activities             -49440000.0   -2841000.0  
Issuance Of Stock                            6473000.0   13711000.0  
Net Income                                 444927000.0  301230000.0  
Change In Cash                             249315000.0 -706041000.0  
Repurchase Of Stock                        -23600000.0 -193987000.0  
Effect Of Exchange Rate                      -996000.0   -1109000.0  
Total Cash From Operating Activities       386065000.0  408012000.0  
Depreciation                                78024000.0   76032000.0  
Other Cashflows From Investing Activities       6000.0     593000.0  
Dividends Paid                            -180890000.0 -161565000.0  
Change To Inventory                         30104000.0 -122291000.0  
Change To Account Receivables             -311809000.0  111044000.0  
Change To Netincome                         60656000.0   57536000.0  
Capital Expenditures                      -119843000.0 -113136000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
3Q2021   1989422000  301230000
4Q2021   2359839000  444927000
4Q2021   2326128000  335556000
2Q2022   2666221000  533478000]
['quarterly_financials',                                           2022-04-03    2021-12-31  \
Research Development                             NaN    40107000.0   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        677404000.0   342941000.0   
Minority Interest                                NaN           NaN   
Net Income                               533478000.0   335556000.0   
Selling General Administrative           520234000.0   518708000.0   
Gross Profit                            1245507000.0  1012837000.0   
Ebit                                     725273000.0   454022000.0   
Operating Income                         725273000.0   454022000.0   
Other Operating Expenses                        None          None   
Interest Expense                         -33536000.0   -30430000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       143926000.0     3150000.0   
Total Revenue                           2666221000.0  2326128000.0   
Total Operating Expenses                1940948000.0  1872106000.0   
Cost Of Revenue                         1420714000.0  1313291000.0   
Total Other Income Expense Net           -47869000.0  -111081000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           533478000.0   339791000.0   
Net Income Applicable To Common Shares   533478000.0   335556000.0   

                                          2021-10-03    2021-07-04  
Research Development                      40107000.0    40107000.0  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        521673000.0   418416000.0  
Minority Interest                          8839000.0     8844000.0  
Net Income                               444927000.0   301230000.0  
Selling General Administrative           485272000.0   471038000.0  
Gross Profit                            1061548000.0   926487000.0  
Ebit                                     576276000.0   455449000.0  
Operating Income                         576276000.0   455449000.0  
Other Operating Expenses                        None          None  
Interest Expense                         -30686000.0   -31684000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        76746000.0   117186000.0  
Total Revenue                           2359839000.0  1989422000.0  
Total Operating Expenses                1783563000.0  1533973000.0  
Cost Of Revenue                         1298291000.0  1062935000.0  
Total Other Income Expense Net           -54603000.0   -37033000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           444927000.0   301230000.0  
Net Income Applicable To Common Shares   444927000.0   301230000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0             Vanguard Total Stock Market Index Fund  4131363    2021-12-30   
1                            Vanguard 500 Index Fund  3080040    2021-12-30   
2                             SPDR S&P 500 ETF Trust  1541995    2022-01-30   
3                            Fidelity 500 Index Fund  1488911    2022-02-27   
4                iShares MSCI USA Min Vol Factor ETF  1428034    2022-01-30   
5  Victory Portfolios-Sycamore Established Value ...  1360000    2022-01-30   
6                           iShares Core S&P 500 ETF  1194398    2022-01-30   
7                         Vanguard Growth Index Fund  1153191    2021-12-30   
8           Select Sector SPDR Fund-Consumer Staples  1107866    2022-01-30   
9  Vanguard Institutional Index Fund-Institutiona...  1095659    2021-12-30   

    % Out      Value  
0  0.0283  799294799  
1  0.0211  595895338  
2  0.0106  303880954  
3  0.0102  301147138  
4  0.0098  281422660  
5  0.0093  268015200  
6  0.0082  235380013  
7  0.0079  223107862  
8  0.0076  218327152  
9  0.0075  211977146  ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                Value
2022-5                              
palmOil                        False
controversialWeapons           False
gambling                       False
socialScore                    10.67
nuclear                        False
furLeather                     False
alcoholic                      False
gmo                            False
catholic                       False
socialPercentile                   0
peerCount                         92
governanceScore                 4.91
environmentPercentile              0
animalTesting                  False
tobacco                        False
totalEsg                       26.89
highestControversy                 3
esgPerformance                  None
coal                           False
pesticides                     False
adult                          False
percentile                     50.27
peerGroup              Food Products
smallArms                      False
environmentScore                11.3
governancePercentile               0
militaryContract               False]
symbol: GFF
sector: Industrials
Index: SP600
vol_30d_2yr: 6627450.78125
Sector 1YMF: -11.290000915527344
1YMF: -11.290000915527344
risk trend factor: -0.7136535886302743
         beta currentRatio debtToEquity dividendRate dividendYield  \
GFF  1.750892        2.829      240.206         0.36        0.0119   

    earningsGrowth     ebitda ebitdaMargins forwardPE freeCashflow  \
GFF          2.841  294200000       0.11648  7.736292   -255609376   

    grossMargins grossProfits heldPercentInstitutions       industry  \
GFF      0.29764    649036000                 0.76782  Conglomerates   

      marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
GFF  1689861120         -23665000          0.09435      0.1771      0.4   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
GFF    1.733357                     0.669043       0.04655       1.09   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare       sector  \
GFF         0.0472        0.12523         0.357          49.348  Industrials   

    sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
GFF          57032100       1.73  123288000             2.386  2121533056   

    totalRevenue trailingPE  
GFF   2525786880  13.523505  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 26.34 27.29344 30.785079 34.276719 24.336443 5.440805 13.454833 35.218053
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
GFF 1.243283 26.34 6627450.78125 0.577684 0.073253 0.408627
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -141.5800018310547
Sector Volume Factor: 0.8696853533786545
Sector Risk Trend Factor: -4.514668337867341
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 19.47079359884851 25.376167833733334
test cv mean error, stdev (10 folds): 21.26353787148501 25.942082207774813
sell date: 2022-06-24
expected return: 0.02871376697074862
discounted return: 0.0047293569307549355
quarter return: 1.5435349322169172
['options', ('2022-07-15',)]
symbol: PXD
sector: Energy
Index: SP500
vol_30d_2yr: 47391610.9375
Sector 1YMF: -50.03999328613281
1YMF: -50.03999328613281
risk trend factor: -0.727748651596503
         beta currentRatio debtToEquity dividendRate dividendYield  \
PXD  1.535843        1.541       25.456        12.34        0.0556   

         ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
PXD  9187000320       0.43846  7.828098   2404124928      0.53944   

    grossProfits heldPercentInstitutions       industry    marketCap  \
PXD   9392000000                 0.92214  Oil & Gas E&P  53659250688   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
PXD        8265999872          0.31175      0.3288     0.46     2.26717   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PXD                     2.560934        0.2003      1.404        0.12148   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PXD        0.20075         1.006          86.852  Energy         241959008   

    shortRatio   totalCash totalCashPerShare   totalDebt totalRevenue  \
PXD       2.87  3256000000            13.457  6024999936  20952999936   

    trailingPE  
PXD  13.618053  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 221.770004 243.334843 270.065238 296.795633 256.810952 15.318142 226.174668 287.447237
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
PXD 1.317982 221.770004 47391610.9375 0.685246 0.678534 0.490016
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 945.2115858493136 912.1408616277421
test cv mean error, stdev (10 folds): 1035.233622083089 908.8770046115551
sell date: 2022-08-26
expected return: 0.08911694869070397
discounted return: 0.0012379718739679024
quarter return: 1.1205537380651147
['options', ('2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           8.97
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                        9.1
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             36.53
highestControversy                       1
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           81.93
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     18.46
governancePercentile                  None
militaryContract                     False]
exp_return sell_date stop_loss_price days_delta disc_rtn qtr_rtn outer_cv_avg_rmse_n11 outer_cv_std_n11 mean_revert_flag pi_lower pi_upper price Sector Index error_price_ratio std_price_ratio
SYMBOL
CEIX 0.921314 2022-09-16 40.189861 90 0.007282 1.949398 36.226317 60.302806 False 31.748757 246.413428 46.150002 Energy SP600 0.784969 1.306670
EQT 0.164196 2022-07-22 36.213894 34 0.004481 1.508893 32.888753 51.452810 False 29.430572 59.485247 35.939999 Energy SP400 0.915102 1.431631
PDCE 0.262066 2022-08-26 61.306214 69 0.003379 1.363880 70.972532 66.193714 False 41.264191 163.692226 64.779999 Energy SP400 1.095593 1.021823
PBF 0.145927 2022-08-05 31.093993 48 0.002842 1.298327 30.715012 25.661940 False 18.701414 76.373143 32.980000 Energy SP600 0.931322 0.778106
APA 0.186192 2022-09-02 36.253084 76 0.002249 1.229608 51.470318 47.097832 False 21.460485 107.620168 39.220001 Energy SP500 1.312349 1.200863
EOG 0.222561 2022-09-16 109.596465 90 0.002235 1.228033 286.672424 188.787779 False 83.030786 225.525067 111.669998 Energy SP500 2.567139 1.690586
LNTH 0.181039 2022-09-16 55.835493 90 0.001851 1.185414 42.361418 59.407851 False 40.713491 127.588408 60.720001 Healthcare SP600 0.697652 0.978390
MANT 0.132115 2022-08-26 92.011551 69 0.001800 1.179924 75.670838 58.095909 False 79.580742 141.051127 94.790001 Technology SP600 0.798300 0.612891
VAW 0.062302 2022-07-22 162.078809 34 0.001779 1.177671 311.019478 418.064744 False 149.778752 199.207158 162.800003 error nan 1.910439 2.567965
DVN 0.180822 2022-09-23 54.376999 97 0.001715 1.170748 74.836474 61.972956 False 37.277411 131.984704 58.020000 Energy SP500 1.289839 1.068131
FANG 0.178220 2022-09-23 114.103336 97 0.001692 1.168302 499.215974 362.450508 False 74.299635 296.897544 122.290001 Energy SP500 4.082231 2.963861
HES 0.163765 2022-09-16 102.720101 90 0.001687 1.167694 199.071072 129.126256 False 75.465934 189.914200 102.870003 Energy SP500 1.935171 1.255237
FCN 0.136409 2022-09-02 158.115845 76 0.001684 1.167417 109.639139 46.897926 False 140.947965 246.320426 164.020004 error SP400 0.668450 0.285928
NFG 0.083387 2022-08-05 65.706080 48 0.001670 1.165919 19.906572 15.171302 False 60.842937 82.612090 65.440002 Energy SP400 0.304196 0.231835
OXY 0.145855 2022-09-16 52.218914 90 0.001514 1.149327 72.475176 60.181505 False 26.926798 159.224170 55.680000 Energy SP500 1.301637 1.080846
VIVO 0.147274 2022-09-23 25.491088 97 0.001417 1.139178 15.089252 13.747311 False 17.052980 67.029936 28.500000 error SP600 0.529447 0.482362
PXD 0.089117 2022-08-26 218.383300 69 0.001238 1.120554 1035.233624 908.877003 False 151.200844 376.881826 221.770004 Energy SP500 4.668051 4.098286
TVTY 0.054088 2022-08-05 28.502973 48 0.001098 1.106235 19.958988 15.095907 False 16.828394 66.869888 32.130001 error SP600 0.621195 0.469838
XOM 0.106446 2022-09-23 85.303301 97 0.001043 1.100692 148.353261 166.713498 False 63.741384 143.801374 86.120003 Energy SP500 1.722634 1.935828
HRB 0.065149 2022-08-26 31.526755 69 0.000915 1.087795 7.292311 6.519292 False 26.195789 47.376815 33.000000 Consumer Cyclical SP400 0.220979 0.197554
MUSA 0.054759 2022-08-26 207.469691 69 0.000773 1.073670 648.006443 656.416191 False 176.841567 303.964266 219.949997 Consumer Cyclical SP400 2.946153 2.984388
MUR 0.066182 2022-09-23 30.858583 97 0.000661 1.062666 33.259358 28.856464 False 12.349549 111.578230 33.639999 Energy SP400 0.988685 0.857802
CIVI 0.049019 2022-09-09 54.371658 83 0.000577 1.054476 61.659992 42.567136 True 23.202305 171.196645 60.080002 Energy SP600 1.026298 0.708508
VDC 0.030146 2022-08-12 174.298397 55 0.000540 1.050936 195.945351 249.963925 False 162.262633 204.335304 177.059998 error nan 1.106661 1.411747
MCK 0.046541 2022-09-16 288.978824 90 0.000506 1.047600 436.745527 368.056923 False 233.981080 405.489845 300.570007 Healthcare SP500 1.453058 1.224530
VGT 0.032047 2022-08-26 310.198714 69 0.000457 1.042956 1427.680293 1267.772553 False 271.310201 404.515935 319.809998 error nan 4.464152 3.964143
ACC 0.035051 2022-09-02 60.365609 76 0.000453 1.042585 66.265022 144.036749 False 48.722298 87.985702 64.230003 Real Estate SP400 1.031683 2.242515
MTDR 0.000024 2022-06-24 46.270389 6 0.000004 1.000371 55.706212 39.882042 False 41.339538 63.415490 51.200001 Energy SP400 1.088012 0.778946
SM 0.000024 2022-06-24 35.227121 6 0.000004 1.000370 41.847933 46.453123 False 30.743283 51.294464 39.709999 Energy SP600 1.053839 1.169809
TWI 0.000002 2022-06-24 15.996770 6 0.000000 1.000026 4.868335 6.397286 False 14.473510 21.207811 17.520000 Industrials SP600 0.277873 0.365142
RRC -0.000149 2022-06-24 24.044452 6 -0.000025 0.997725 12.432073 14.151900 False 21.802809 31.691277 26.290001 Energy SP400 0.472882 0.538300
GO -0.000162 2022-06-24 38.016637 6 -0.000027 0.997515 23.788531 17.286788 False 35.889788 44.901338 40.150002 Consumer Defensive SP400 0.592491 0.430555
MPC -0.013113 2022-06-24 81.049575 6 -0.002197 0.816776 150.673043 163.872637 False 75.953755 97.704572 87.290001 Energy SP500 1.726120 1.877336
MRO -0.030546 2022-06-24 21.868853 6 -0.005157 0.621470 13.816439 12.742005 False 20.325381 26.968103 24.150000 Energy SP500 0.572109 0.527619